+353.7%
FLUT vs AG
+294.5%
+59.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.6% |
| 7D | -1.1% | +6.3% | -7.4% | -1.3% |
| 30D | +7.7% | -8.9% | +16.7% | +7.9% |
| 3M | -12.2% | -12.2% | 0.0% | -11.9% |
| 6M | -17.6% | -28.3% | +10.7% | -17.1% |
| YTD | -62.0% | -8.8% | -53.2% | -62.2% |
| 1Y | -62.3% | +39.4% | -101.6% | -63.0% |
| 3Y | -52.0% | +229.4% | -281.4% | -54.4% |
| 5Y | -51.8% | +14.5% | -66.3% | -53.6% |
| 10Y | -26.3% | +82.7% | -109.0% | -29.5% |
| All | +353.7% | +294.5% | +59.2% | +323.6% |
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