+207.4%
ALAB vs FLUT
-61.6%
+269.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.8% | +6.6% |
| 7D | -26.3% | -1.1% | -25.2% | -26.4% |
| 30D | -50.1% | +7.7% | -57.8% | -51.6% |
| 3M | -42.5% | -12.2% | -30.3% | -41.7% |
| 6M | -10.8% | -17.6% | +6.7% | -11.1% |
| YTD | +14.6% | -62.0% | +76.6% | +70.1% |
| 1Y | +17.1% | -62.3% | +79.4% | +73.5% |
| All | +207.4% | -61.6% | +269.1% | +347.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling