-57.9%
FLUT vs ABCL
-79.6%
+21.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +1.0% | +0.7% |
| 7D | -1.5% | +2.3% | -3.8% | -1.7% |
| 30D | +3.4% | -0.7% | +4.1% | +3.2% |
| 3M | -12.5% | +33.4% | -45.9% | -14.9% |
| 6M | -18.5% | +137.8% | -156.2% | -25.0% |
| YTD | -61.6% | +264.3% | -326.0% | -66.2% |
| 1Y | -64.1% | +209.2% | -273.3% | -67.9% |
| 3Y | -44.5% | +208.4% | -252.9% | -52.1% |
| 5Y | -51.3% | -11.9% | -39.4% | -56.6% |
| All | -57.9% | -79.6% | +21.7% | -63.4% |
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