+355.3%
FLUT vs AG
+312.9%
+42.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.7% | -4.3% | +0.2% |
| 7D | -6.5% | +10.8% | -17.3% | -6.7% |
| 30D | +2.8% | -8.2% | +10.9% | +3.0% |
| 3M | -13.5% | -13.7% | +0.2% | -13.2% |
| 6M | -19.0% | -27.3% | +8.3% | -18.5% |
| YTD | -61.9% | -4.6% | -57.3% | -62.2% |
| 1Y | -63.2% | +39.4% | -102.6% | -64.0% |
| 3Y | -46.0% | +244.1% | -290.1% | -48.9% |
| 5Y | -51.8% | +16.8% | -68.5% | -53.6% |
| 10Y | -26.1% | +71.7% | -97.7% | -29.4% |
| All | +355.3% | +312.9% | +42.4% | +324.6% |
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