+948.3%
APH vs FLUT
-26.1%
+974.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +0.8% |
| 7D | +11.1% | -1.2% | +12.3% | +11.3% |
| 30D | -7.3% | +5.0% | -12.3% | -8.0% |
| 3M | -6.2% | -16.4% | +10.3% | -4.7% |
| 6M | +24.9% | -14.6% | +39.5% | +25.6% |
| YTD | +18.4% | -61.9% | +80.3% | +31.9% |
| 1Y | +13.0% | -65.0% | +78.0% | +27.1% |
| 3Y | +276.4% | -44.8% | +321.2% | +300.3% |
| 5Y | +296.4% | -49.9% | +346.3% | +313.2% |
| All | +948.3% | -26.1% | +974.4% | +1,006.5% |
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