-59.6%
FLUT vs AG
+7.9%
-67.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -1.1% |
| 7D | -0.7% | -10.0% | +9.3% | -1.1% |
| 30D | +9.3% | -10.5% | +19.7% | +8.8% |
| 3M | -17.5% | -27.3% | +9.8% | -18.3% |
| 6M | -14.6% | -43.0% | +28.4% | -15.4% |
| YTD | -62.3% | -17.9% | -44.4% | -64.2% |
| 1Y | -59.6% | +11.9% | -71.6% | -63.4% |
| All | -59.6% | +7.9% | -67.5% | -63.4% |
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