+1,345.5%
ABBV vs FLUT
+16.0%
+1,329.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | +1.5% | -6.5% | +8.0% | +1.6% |
| 30D | +6.7% | +2.8% | +4.0% | +6.7% |
| 3M | +19.9% | -13.5% | +33.4% | +20.0% |
| 6M | +47.5% | -19.0% | +66.4% | +47.6% |
| YTD | +32.2% | -61.9% | +94.1% | +33.0% |
| 1Y | +37.8% | -63.2% | +101.1% | +38.7% |
| 3Y | +134.8% | -46.0% | +180.8% | +135.5% |
| 5Y | +203.0% | -51.8% | +254.8% | +203.7% |
| 10Y | +603.7% | -26.1% | +629.7% | +612.5% |
| All | +1,345.5% | +16.0% | +1,329.4% | +1,376.3% |
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