-26.4%
APP vs FLUT
-63.2%
+36.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.1% |
| 7D | +4.6% | -0.7% | +5.3% | +4.7% |
| 30D | +56.0% | +9.3% | +46.8% | +52.1% |
| 3M | +30.8% | -17.5% | +48.3% | +36.0% |
| 6M | -9.8% | -14.6% | +4.8% | -8.9% |
| YTD | -39.3% | -62.3% | +23.0% | -19.9% |
| 1Y | -26.4% | -59.6% | +33.2% | -2.9% |
| All | -26.4% | -63.2% | +36.8% | -2.9% |
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