-66.1%
FLUT vs AGI
+9.6%
-75.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | -0.7% |
| 7D | -3.6% | -5.3% | +1.7% | -3.7% |
| 30D | -0.3% | +6.8% | -7.1% | -0.1% |
| 3M | -12.6% | +8.3% | -20.9% | -11.3% |
| 6M | -8.0% | -29.2% | +21.2% | -7.8% |
| YTD | -54.1% | -7.3% | -46.9% | -55.2% |
| 1Y | -66.1% | +8.0% | -74.1% | -68.1% |
| All | -66.1% | +9.6% | -75.7% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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