+1,804.4%
APO vs FLUT
+147.1%
+1,657.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | -1.0% | -1.6% | +0.6% | -0.8% |
| 30D | +3.5% | +7.7% | -4.3% | +2.2% |
| 3M | +4.5% | -0.7% | +5.3% | +4.2% |
| 6M | +22.8% | -11.2% | +33.9% | +24.1% |
| YTD | -6.5% | -53.4% | +46.9% | +3.7% |
| 1Y | +0.8% | -65.8% | +66.6% | +16.4% |
| 3Y | +62.0% | -44.9% | +106.9% | +75.9% |
| 5Y | +138.2% | -49.7% | +187.9% | +152.1% |
| 10Y | +940.3% | -9.7% | +950.0% | +958.2% |
| All | +1,804.4% | +147.1% | +1,657.3% | +1,823.3% |
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