+306.4%
APH vs FLUT
-52.8%
+359.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.0% |
| 7D | -5.0% | -1.5% | -3.6% | -4.8% |
| 30D | -8.4% | +3.4% | -11.8% | -9.1% |
| 3M | -4.5% | -12.5% | +8.0% | -3.2% |
| 6M | +25.3% | -18.5% | +43.7% | +27.3% |
| YTD | +18.9% | -61.6% | +80.5% | +39.3% |
| 1Y | +11.9% | -64.1% | +76.0% | +32.7% |
| 3Y | +278.0% | -44.5% | +322.4% | +310.2% |
| 5Y | +306.4% | -51.3% | +357.7% | +323.6% |
| All | +306.4% | -52.8% | +359.2% | +323.6% |
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