+85.1%
ABBV vs FLUT
-42.1%
+127.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.0% |
| 7D | -4.3% | +3.8% | -8.1% | -4.3% |
| 30D | +1.1% | +6.3% | -5.2% | +1.0% |
| 3M | +12.3% | -4.0% | +16.4% | +12.3% |
| 6M | +9.8% | -10.3% | +20.1% | +9.8% |
| YTD | +11.5% | -53.2% | +64.6% | +13.3% |
| 1Y | +22.3% | -65.0% | +87.3% | +25.8% |
| All | +85.1% | -42.1% | +127.3% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling