+391.7%
APP vs FLUT
-53.6%
+445.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.1% |
| 7D | +0.9% | -1.6% | +2.5% | +1.4% |
| 30D | -23.3% | +7.7% | -31.0% | -25.9% |
| 3M | -42.6% | -0.7% | -41.9% | -43.4% |
| 6M | -33.6% | -11.2% | -22.4% | -32.1% |
| YTD | -52.4% | -53.4% | +1.0% | -37.2% |
| 1Y | -35.9% | -65.8% | +29.9% | -5.0% |
| 3Y | +642.2% | -44.9% | +687.1% | +817.1% |
| 5Y | +311.1% | -49.7% | +360.8% | +358.8% |
| All | +391.7% | -53.6% | +445.2% | +438.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling