+114.5%
ADI vs FLUT
-42.5%
+157.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.4% | +3.8% | -1.4% | +1.8% |
| 30D | -6.6% | +6.3% | -12.9% | -7.7% |
| 3M | -9.8% | -4.0% | -5.8% | -9.9% |
| 6M | +15.7% | -10.3% | +26.0% | +16.7% |
| YTD | +35.1% | -53.2% | +88.3% | +61.8% |
| 1Y | +47.7% | -65.0% | +112.7% | +91.4% |
| 3Y | +114.5% | -43.9% | +158.4% | +140.7% |
| All | +114.5% | -42.5% | +157.0% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling