+248.5%
ALAB vs FLUT
-61.3%
+309.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.5% |
| 7D | -7.5% | -1.5% | -6.0% | -7.2% |
| 30D | -36.8% | +3.4% | -40.3% | -37.8% |
| 3M | -31.9% | -12.5% | -19.4% | -30.8% |
| 6M | +8.2% | -18.5% | +26.7% | +9.0% |
| YTD | +29.9% | -61.6% | +91.6% | +92.4% |
| 1Y | +24.4% | -64.1% | +88.5% | +90.6% |
| All | +248.5% | -61.3% | +309.8% | +405.9% |
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