+455.9%
FLUT vs AG
+445.6%
+10.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.1% |
| 7D | -1.6% | +1.0% | -2.7% | -1.7% |
| 30D | +7.7% | +19.2% | -11.4% | +7.3% |
| 3M | -0.7% | +6.2% | -6.9% | -1.0% |
| 6M | -11.2% | -26.7% | +15.5% | -10.7% |
| YTD | -53.4% | +26.1% | -79.6% | -54.1% |
| 1Y | -65.8% | +131.7% | -197.4% | -66.9% |
| 3Y | -44.9% | +255.3% | -300.3% | -47.9% |
| 5Y | -49.7% | +61.9% | -111.6% | -52.0% |
| 10Y | -9.7% | +72.0% | -81.7% | -14.3% |
| All | +455.9% | +445.6% | +10.3% | +415.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling