+333.0%
APP vs FLUT
-50.4%
+383.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.1% |
| 7D | +0.9% | -1.6% | +2.5% | +1.5% |
| 30D | -23.3% | +7.7% | -31.0% | -26.0% |
| 3M | -42.6% | -0.7% | -41.9% | -43.5% |
| 6M | -33.6% | -11.2% | -22.4% | -32.0% |
| YTD | -52.4% | -53.4% | +1.0% | -36.1% |
| 1Y | -35.9% | -65.8% | +29.9% | -2.7% |
| 3Y | +642.2% | -44.9% | +687.1% | +825.0% |
| All | +333.0% | -50.4% | +383.3% | +433.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling