-44.3%
FLUT vs AGI
+214.4%
-258.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.4% |
| 7D | -2.6% | +2.2% | -4.8% | -2.6% |
| 30D | +5.4% | +11.3% | -5.9% | +5.3% |
| 3M | -10.8% | +5.6% | -16.4% | -10.3% |
| 6M | -9.2% | -27.7% | +18.5% | -8.2% |
| YTD | -53.8% | -4.1% | -49.7% | -54.1% |
| 1Y | -66.0% | +13.8% | -79.8% | -66.7% |
| All | -44.3% | +214.4% | -258.6% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling