+90.5%
APH vs FLUT
-44.8%
+135.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.1% | -47.7% | -47.8% |
| 7D | -48.7% | +5.4% | -54.1% | -49.2% |
| 30D | -51.9% | +7.7% | -59.7% | -52.6% |
| 3M | -43.6% | -0.7% | -42.8% | -44.1% |
| 6M | -37.5% | -11.2% | -26.4% | -36.8% |
| YTD | -38.6% | -53.4% | +14.8% | -28.3% |
| 1Y | -26.3% | -65.8% | +39.4% | -7.5% |
| All | +90.5% | -44.8% | +135.3% | +110.9% |
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 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