+262.1%
APH vs FLUT
-52.0%
+314.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.5% | +5.6% | +4.3% |
| 7D | -5.9% | -1.1% | -4.9% | -5.9% |
| 30D | -14.8% | +7.7% | -22.5% | -16.0% |
| 3M | -12.4% | -12.2% | -0.3% | -11.3% |
| 6M | +8.1% | -17.6% | +25.6% | +9.3% |
| YTD | +10.9% | -62.0% | +73.0% | +34.3% |
| 1Y | +8.8% | -62.3% | +71.0% | +31.5% |
| 3Y | +262.1% | -52.0% | +314.0% | +320.0% |
| All | +262.1% | -52.0% | +314.0% | +320.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling