-14.0%
ABT vs FLUT
-63.2%
+49.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +6.0% | +9.3% | -3.2% | +5.0% |
| 3M | -1.9% | -17.5% | +15.6% | 0.0% |
| 6M | +31.2% | -14.6% | +45.8% | +33.1% |
| YTD | -11.2% | -62.3% | +51.0% | -8.7% |
| 1Y | -14.0% | -59.6% | +45.7% | -11.8% |
| All | -14.0% | -63.2% | +49.2% | -11.8% |
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 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