+9,699.6%
APH vs FLUT
+2,054.3%
+7,645.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -0.1% | -47.7% | -47.8% |
| 7D | -48.7% | +5.4% | -54.1% | -48.9% |
| 30D | -51.9% | +7.7% | -59.7% | -52.2% |
| 3M | -43.6% | -0.7% | -42.8% | -43.7% |
| 6M | -37.5% | -11.2% | -26.4% | -37.3% |
| YTD | -38.6% | -53.4% | +14.8% | -35.7% |
| 1Y | -26.3% | -65.8% | +39.4% | -21.3% |
| 3Y | +89.2% | -44.9% | +134.1% | +95.3% |
| 5Y | +119.8% | -49.7% | +169.5% | +124.6% |
| 10Y | +454.3% | -9.7% | +464.0% | +450.8% |
| All | +9,699.6% | +2,054.3% | +7,645.3% | +8,995.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling