+955.2%
APH vs FLUT
-25.6%
+980.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.0% |
| 7D | -5.0% | -1.5% | -3.6% | -4.9% |
| 30D | -8.4% | +3.4% | -11.8% | -8.9% |
| 3M | -4.5% | -12.5% | +8.0% | -3.5% |
| 6M | +25.3% | -18.5% | +43.7% | +26.8% |
| YTD | +18.9% | -61.6% | +80.5% | +32.3% |
| 1Y | +11.9% | -64.1% | +76.0% | +25.5% |
| 3Y | +278.0% | -44.5% | +322.4% | +301.8% |
| 5Y | +306.4% | -51.3% | +357.7% | +324.3% |
| 10Y | +955.2% | -25.6% | +980.8% | +1,013.9% |
| All | +955.2% | -25.6% | +980.8% | +1,013.9% |
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 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