+3,387.2%
ADI vs FLUT
+1,739.7%
+1,647.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.6% | +0.4% | +3.8% |
| 7D | +0.7% | +4.5% | -3.8% | +0.4% |
| 30D | +0.7% | +9.2% | -8.5% | 0.0% |
| 3M | +6.5% | -13.7% | +20.2% | +7.4% |
| 6M | -2.7% | -9.0% | +6.3% | -2.7% |
| YTD | +52.2% | -60.2% | +112.4% | +62.0% |
| 1Y | +77.5% | -63.1% | +140.6% | +89.9% |
| 3Y | +148.8% | -42.5% | +191.2% | +157.6% |
| 5Y | +142.9% | -47.6% | +190.4% | +149.7% |
| 10Y | +653.2% | -22.9% | +676.1% | +657.5% |
| All | +3,387.2% | +1,739.7% | +1,647.5% | +3,273.6% |
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