-63.1%
FLUT vs ABCL
+201.0%
-264.1%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.1% | +7.7% | +3.6% |
| 7D | +4.5% | -2.7% | +7.2% | +4.5% |
| 30D | +9.2% | -5.4% | +14.6% | +9.3% |
| 3M | -13.7% | +22.4% | -36.1% | -15.5% |
| 6M | -9.0% | +127.6% | -136.6% | -16.1% |
| YTD | -60.2% | +249.4% | -309.7% | -67.2% |
| 1Y | -63.1% | +198.0% | -261.1% | -66.2% |
| All | -63.1% | +201.0% | -264.1% | -66.2% |
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