+803.3%
APP vs FLUT
-51.2%
+854.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.4% | +29.6% | +30.4% |
| 7D | +39.7% | +4.8% | +34.9% | +36.1% |
| 30D | +27.7% | +8.8% | +18.9% | +22.1% |
| 3M | -14.8% | -10.7% | -4.1% | -12.1% |
| 6M | -25.5% | -19.7% | -5.8% | -20.9% |
| YTD | -47.2% | -61.4% | +14.3% | -18.1% |
| 1Y | -42.3% | -61.6% | +19.3% | -11.1% |
| All | +803.3% | -51.2% | +854.6% | +1,224.9% |
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 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