+285.2%
APH vs FLUT
-52.1%
+337.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | +4.9% | -0.7% | +5.6% | +5.0% |
| 30D | -5.4% | +9.3% | -14.6% | -7.0% |
| 3M | -5.5% | -17.5% | +12.0% | -3.2% |
| 6M | +25.9% | -14.6% | +40.5% | +26.6% |
| YTD | +16.4% | -62.3% | +78.6% | +36.7% |
| 1Y | +16.5% | -59.6% | +76.1% | +34.8% |
| 3Y | +270.9% | -45.3% | +316.1% | +303.2% |
| All | +285.2% | -52.1% | +337.2% | +301.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling