+267.2%
ALAB vs FLUT
-61.5%
+328.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.8% | -0.4% |
| 7D | +26.9% | -1.2% | +28.1% | +27.3% |
| 30D | -30.0% | +5.0% | -35.0% | -31.4% |
| 3M | -28.5% | -16.4% | -12.1% | -26.2% |
| 6M | +11.4% | -14.6% | +26.0% | +9.9% |
| YTD | +36.9% | -61.9% | +98.8% | +103.1% |
| 1Y | +44.4% | -65.0% | +109.4% | +124.3% |
| All | +267.2% | -61.5% | +328.7% | +434.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling