+1,156.2%
ABBV vs FLUT
+41.7%
+1,114.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.7% | -1.4% |
| 7D | +0.4% | -1.6% | +2.0% | +0.4% |
| 30D | +4.2% | +7.7% | -3.6% | +4.1% |
| 3M | +14.8% | -0.7% | +15.5% | +14.8% |
| 6M | +10.3% | -11.2% | +21.4% | +10.3% |
| YTD | +14.9% | -53.4% | +68.3% | +15.5% |
| 1Y | +24.1% | -65.8% | +89.9% | +25.2% |
| 3Y | +91.9% | -44.9% | +136.9% | +92.5% |
| 5Y | +176.0% | -49.7% | +225.7% | +176.4% |
| 10Y | +502.9% | -9.7% | +512.7% | +509.9% |
| All | +1,156.2% | +41.7% | +1,114.5% | +1,181.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling