-64.1%
FLUT vs AG
+24.7%
-88.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.9% | +6.5% | +0.5% |
| 7D | -1.5% | +6.0% | -7.4% | -1.3% |
| 30D | +3.4% | -13.5% | +17.0% | +3.1% |
| 3M | -12.5% | -20.7% | +8.2% | -12.9% |
| 6M | -18.5% | -31.5% | +13.1% | -18.3% |
| YTD | -61.6% | -10.1% | -51.5% | -64.5% |
| 1Y | -64.1% | +26.0% | -90.1% | -70.0% |
| All | -64.1% | +24.7% | -88.8% | -70.0% |
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