+292.6%
APP vs FLUT
-50.5%
+343.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.5% | +11.4% | +10.5% |
| 7D | +71.2% | -1.1% | +72.3% | +71.4% |
| 30D | +39.1% | +7.7% | +31.4% | +34.0% |
| 3M | +16.5% | -12.2% | +28.7% | +20.6% |
| 6M | -16.6% | -17.6% | +1.0% | -12.9% |
| YTD | -41.9% | -62.0% | +20.1% | -16.5% |
| 1Y | -37.0% | -62.3% | +25.2% | -9.7% |
| 3Y | +892.4% | -52.0% | +944.4% | +1,202.2% |
| All | +292.6% | -50.5% | +343.2% | +327.4% |
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