+1,059.7%
APH vs FLUT
-9.7%
+1,069.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.1% |
| 7D | +5.0% | -1.6% | +6.6% | +5.1% |
| 30D | -3.9% | +7.7% | -11.6% | -4.9% |
| 3M | +13.0% | -0.7% | +13.7% | +12.3% |
| 6M | +25.2% | -11.2% | +36.3% | +25.9% |
| YTD | +22.9% | -53.4% | +76.4% | +34.2% |
| 1Y | +47.8% | -65.8% | +113.6% | +67.6% |
| 3Y | +283.0% | -44.9% | +328.0% | +306.6% |
| 5Y | +349.7% | -49.7% | +399.3% | +364.3% |
| All | +1,059.7% | -9.7% | +1,069.5% | +1,099.5% |
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