+446.2%
APP vs FLUT
-61.5%
+507.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | +1.4% | +29.6% | +30.5% |
| 7D | +39.7% | +4.8% | +34.9% | +36.6% |
| 30D | +27.7% | +8.8% | +18.9% | +22.9% |
| 3M | -14.8% | -10.7% | -4.1% | -12.4% |
| 6M | -25.5% | -19.7% | -5.8% | -21.5% |
| YTD | -47.2% | -61.4% | +14.3% | -25.8% |
| 1Y | -42.3% | -61.6% | +19.3% | -19.1% |
| 3Y | +806.8% | -51.4% | +858.2% | +1,073.0% |
| 5Y | +261.6% | -51.0% | +312.6% | +317.0% |
| All | +446.2% | -61.5% | +507.7% | +536.5% |
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