-63.2%
FLUT vs ABCL
+138.2%
-201.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.3% |
| 7D | +4.2% | -10.0% | +14.1% | +4.3% |
| 30D | +8.0% | -10.9% | +18.9% | +8.3% |
| 3M | -22.1% | +101.6% | -123.7% | -25.8% |
| 6M | -21.7% | +167.5% | -189.2% | -28.3% |
| YTD | -62.0% | +259.1% | -321.0% | -67.3% |
| 1Y | -63.2% | +152.2% | -215.3% | -64.1% |
| All | -63.2% | +138.2% | -201.4% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling