-65.8%
FLUT vs AG
+125.2%
-191.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.2% |
| 7D | -1.6% | +1.0% | -2.7% | -1.7% |
| 30D | +7.7% | +19.2% | -11.4% | +8.0% |
| 3M | -0.7% | +6.2% | -6.9% | 0.0% |
| 6M | -11.2% | -26.7% | +15.5% | -9.8% |
| YTD | -53.4% | +26.1% | -79.6% | -56.0% |
| 1Y | -65.8% | +131.7% | -197.4% | -70.5% |
| All | -65.8% | +125.2% | -191.0% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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