-52.0%
FLUT vs ABCL
+156.0%
-208.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.7% | -8.3% | -1.9% |
| 7D | -1.1% | -3.2% | +2.1% | -1.0% |
| 30D | +7.7% | -7.4% | +15.1% | +7.9% |
| 3M | -12.2% | +81.9% | -94.1% | -17.5% |
| 6M | -17.6% | +135.7% | -153.3% | -25.2% |
| YTD | -62.0% | +247.4% | -309.4% | -67.3% |
| 1Y | -62.3% | +162.3% | -224.5% | -66.6% |
| 3Y | -52.0% | +165.5% | -217.4% | -61.6% |
| All | -52.0% | +156.0% | -208.0% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling