+520.8%
APP vs FLUT
-60.4%
+581.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +1.0% |
| 7D | +48.9% | +4.5% | +44.4% | +46.6% |
| 30D | +49.4% | +9.2% | +40.2% | +43.7% |
| 3M | +27.0% | -13.7% | +40.7% | +32.4% |
| 6M | -15.4% | -9.0% | -6.4% | -15.0% |
| YTD | -39.9% | -60.2% | +20.3% | -16.6% |
| 1Y | -32.0% | -63.1% | +31.2% | -3.0% |
| 3Y | +824.3% | -42.5% | +866.8% | +1,034.2% |
| 5Y | +252.4% | -47.6% | +300.0% | +300.3% |
| All | +520.8% | -60.4% | +581.2% | +615.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling