-58.2%
FLUT vs ABCL
-79.5%
+21.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.9% | +0.1% |
| 7D | -6.5% | +12.4% | -18.9% | -7.2% |
| 30D | +2.8% | -0.4% | +3.1% | +2.5% |
| 3M | -13.5% | +80.4% | -93.8% | -18.0% |
| 6M | -19.0% | +138.5% | -157.5% | -25.5% |
| YTD | -61.9% | +265.5% | -327.4% | -66.4% |
| 1Y | -63.2% | +219.7% | -282.9% | -67.2% |
| 3Y | -46.0% | +209.4% | -255.4% | -53.5% |
| 5Y | -51.8% | -15.0% | -36.7% | -57.0% |
| All | -58.2% | -79.5% | +21.3% | -63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling