-66.0%
FLUT vs AG
+124.1%
-190.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -1.3% |
| 7D | -2.6% | -0.1% | -2.5% | -2.6% |
| 30D | +5.4% | +12.5% | -7.1% | +5.4% |
| 3M | -10.8% | +28.2% | -38.9% | -10.2% |
| 6M | -9.2% | -18.8% | +9.6% | -8.0% |
| YTD | -53.8% | +27.4% | -81.2% | -56.4% |
| 1Y | -66.0% | +132.2% | -198.2% | -71.2% |
| All | -66.0% | +124.1% | -190.1% | -71.2% |
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