+18,157.9%
APH vs FLUT
+1,685.4%
+16,472.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.4% | -10.8% | -9.4% |
| 7D | -12.7% | +4.8% | -17.5% | -13.0% |
| 30D | -19.2% | +8.8% | -28.0% | -19.7% |
| 3M | -16.7% | -10.7% | -6.0% | -16.3% |
| 6M | +5.1% | -19.7% | +24.8% | +6.0% |
| YTD | +6.6% | -61.4% | +68.0% | +12.7% |
| 1Y | +3.9% | -61.6% | +65.5% | +9.9% |
| 3Y | +246.0% | -51.4% | +297.4% | +259.9% |
| 5Y | +268.0% | -51.0% | +319.0% | +277.6% |
| 10Y | +868.2% | -25.2% | +893.4% | +871.9% |
| All | +18,157.9% | +1,685.4% | +16,472.5% | +17,016.7% |
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