+944.2%
APH vs FLUT
-22.9%
+967.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.2% |
| 7D | +0.4% | +4.5% | -4.1% | -0.1% |
| 30D | -8.0% | +9.2% | -17.2% | -9.1% |
| 3M | -5.0% | -13.7% | +8.7% | -3.8% |
| 6M | +29.9% | -9.0% | +38.9% | +29.7% |
| YTD | +18.0% | -60.2% | +78.2% | +30.8% |
| 1Y | +11.3% | -63.1% | +74.5% | +24.5% |
| 3Y | +274.9% | -42.5% | +317.4% | +297.0% |
| 5Y | +300.6% | -47.6% | +348.1% | +315.6% |
| All | +944.2% | -22.9% | +967.1% | +997.3% |
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