+1,647.6%
ADP vs FLUT
+2,054.3%
-406.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.0% |
| 7D | -3.4% | -1.6% | -1.8% | -3.4% |
| 30D | +2.8% | +7.7% | -5.0% | +2.4% |
| 3M | +20.9% | -0.7% | +21.6% | +20.9% |
| 6M | +29.9% | -11.2% | +41.0% | +30.4% |
| YTD | +9.6% | -53.4% | +63.1% | +13.0% |
| 1Y | -5.3% | -65.8% | +60.5% | -1.3% |
| 3Y | +16.5% | -44.9% | +61.4% | +18.6% |
| 5Y | +49.4% | -49.7% | +99.1% | +50.8% |
| 10Y | +282.2% | -9.7% | +291.9% | +279.0% |
| All | +1,647.6% | +2,054.3% | -406.7% | +1,546.6% |
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