+892.4%
APP vs FLUT
-52.0%
+944.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.4% | +10.5% |
| 7D | +71.2% | -1.1% | +72.3% | +71.3% |
| 30D | +39.1% | +7.7% | +31.4% | +33.5% |
| 3M | +16.5% | -12.2% | +28.7% | +21.0% |
| 6M | -16.6% | -17.6% | +1.0% | -12.7% |
| YTD | -41.9% | -62.0% | +20.1% | -9.5% |
| 1Y | -37.0% | -62.3% | +25.2% | -2.4% |
| 3Y | +892.4% | -52.0% | +944.4% | +1,364.0% |
| All | +892.4% | -52.0% | +944.4% | +1,364.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling