-51.1%
FLUT vs ABCL
-41.3%
-9.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.0% | -2.1% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | +7.7% | +93.1% | -85.3% | +0.3% |
| 3M | -0.7% | +79.4% | -80.1% | -7.5% |
| 6M | -11.2% | +214.9% | -226.0% | -22.7% |
| YTD | -53.4% | +234.2% | -287.7% | -60.1% |
| 1Y | -65.8% | +174.8% | -240.5% | -70.2% |
| 3Y | -44.9% | +104.5% | -149.4% | -52.7% |
| All | -51.1% | -41.3% | -9.8% | -54.9% |
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