+24.5%
ALAB vs FLUT
-63.1%
+87.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.6% |
| 7D | -24.9% | +4.2% | -29.0% | -24.7% |
| 30D | -38.4% | +8.0% | -46.4% | -38.1% |
| 3M | -38.3% | -22.1% | -16.2% | -37.6% |
| 6M | +10.9% | -21.7% | +32.6% | +11.6% |
| YTD | +34.2% | -62.0% | +96.2% | +64.9% |
| 1Y | +24.5% | -63.2% | +87.7% | +54.4% |
| All | +24.5% | -63.1% | +87.6% | +54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling