-49.9%
FLUT vs ABCL
-23.2%
-26.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.4% | -3.9% |
| 7D | -1.2% | +4.4% | -5.6% | -1.6% |
| 30D | +5.0% | -7.9% | +12.9% | +5.2% |
| 3M | -16.4% | +12.2% | -28.6% | -18.3% |
| 6M | -14.6% | +134.7% | -149.3% | -23.7% |
| YTD | -61.9% | +239.8% | -301.6% | -67.8% |
| 1Y | -65.0% | +192.7% | -257.7% | -69.9% |
| 3Y | -44.8% | +187.6% | -232.5% | -55.0% |
| 5Y | -49.9% | -22.6% | -27.3% | -55.1% |
| All | -49.9% | -23.2% | -26.7% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling