-58.6%
FLUT vs ABCL
-81.2%
+22.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | -0.7% | -3.3% | +2.6% | -0.5% |
| 30D | +9.3% | -7.1% | +16.4% | +9.4% |
| 3M | -17.5% | +4.7% | -22.2% | -18.5% |
| 6M | -14.6% | +140.9% | -155.5% | -21.7% |
| YTD | -62.3% | +236.0% | -298.2% | -66.6% |
| 1Y | -59.6% | +217.4% | -277.0% | -64.1% |
| 3Y | -45.3% | +188.7% | -234.0% | -52.7% |
| 5Y | -50.4% | -23.5% | -26.9% | -55.6% |
| All | -58.6% | -81.2% | +22.6% | -63.8% |
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