-55.4%
APP vs FLUT
-63.1%
+7.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -2.3% | +13.0% | +11.2% |
| 7D | +4.5% | +4.2% | +0.4% | +3.1% |
| 30D | -3.6% | +8.0% | -11.6% | -5.9% |
| 3M | -35.3% | -22.1% | -13.2% | -31.7% |
| 6M | -42.8% | -21.7% | -21.1% | -40.3% |
| YTD | -59.7% | -62.0% | +2.3% | -47.2% |
| 1Y | -55.4% | -63.2% | +7.8% | -41.1% |
| All | -55.4% | -63.1% | +7.8% | -41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling