+268.0%
APH vs FLUT
-52.8%
+320.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.4% | -10.8% | -9.5% |
| 7D | -12.7% | +4.8% | -17.5% | -13.5% |
| 30D | -19.2% | +8.8% | -28.0% | -20.5% |
| 3M | -16.7% | -10.7% | -6.0% | -15.8% |
| 6M | +5.1% | -19.7% | +24.8% | +7.2% |
| YTD | +6.6% | -61.4% | +68.0% | +24.7% |
| 1Y | +3.9% | -61.6% | +65.5% | +21.5% |
| 3Y | +246.0% | -51.4% | +297.4% | +283.5% |
| 5Y | +268.0% | -51.0% | +319.0% | +284.1% |
| All | +268.0% | -52.8% | +320.7% | +284.1% |
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