-9.9%
ABT vs FLUT
-50.1%
+40.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -3.1% | +3.8% | -6.9% | -3.5% |
| 30D | -2.1% | +6.3% | -8.4% | -2.7% |
| 3M | +17.4% | -4.0% | +21.5% | +17.6% |
| 6M | -2.4% | -10.3% | +7.9% | -1.9% |
| YTD | -14.2% | -53.2% | +39.0% | -9.1% |
| 1Y | -18.3% | -65.0% | +46.7% | -11.4% |
| 3Y | +11.5% | -43.9% | +55.4% | +13.5% |
| 5Y | -9.9% | -49.2% | +39.4% | -9.4% |
| All | -9.9% | -50.1% | +40.3% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling