-10.9%
ABT vs FLUT
-64.2%
+53.3%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.1% |
| 7D | +1.0% | -1.5% | +2.4% | +1.1% |
| 30D | +11.6% | +3.4% | +8.2% | +11.1% |
| 3M | +2.3% | -12.5% | +14.8% | +3.5% |
| 6M | +32.7% | -18.5% | +51.2% | +34.6% |
| YTD | -9.6% | -61.6% | +52.0% | -8.6% |
| All | -10.9% | -64.2% | +53.3% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling