+1,033.3%
ABT vs FLUT
+1,664.3%
-631.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.5% |
| 7D | +0.3% | -6.5% | +6.8% | +0.5% |
| 30D | +11.6% | +2.8% | +8.9% | +11.5% |
| 3M | +3.1% | -13.5% | +16.6% | +3.4% |
| 6M | +32.8% | -19.0% | +51.8% | +33.3% |
| YTD | -9.6% | -61.9% | +52.3% | -7.9% |
| 1Y | -10.4% | -63.2% | +52.9% | -8.7% |
| 3Y | +25.8% | -46.0% | +71.8% | +26.9% |
| 5Y | -3.4% | -51.8% | +48.3% | -3.0% |
| 10Y | +232.9% | -26.1% | +258.9% | +234.0% |
| All | +1,033.3% | +1,664.3% | -631.1% | +1,047.4% |
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 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