+1,791.2%
FLUT vs AGI
+5,381.0%
-3,589.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.6% |
| 7D | +3.8% | +4.4% | -0.6% | +3.7% |
| 30D | +6.3% | +10.0% | -3.7% | +6.1% |
| 3M | -4.0% | +1.7% | -5.8% | -4.1% |
| 6M | -10.3% | -26.8% | +16.5% | -9.9% |
| YTD | -53.2% | -5.3% | -47.8% | -53.3% |
| 1Y | -65.0% | +11.5% | -76.5% | -65.2% |
| 3Y | -43.9% | +212.9% | -256.8% | -45.4% |
| 5Y | -49.2% | +388.8% | -438.0% | -51.0% |
| 10Y | -9.2% | +383.6% | -392.7% | -12.2% |
| All | +1,791.2% | +5,381.0% | -3,589.8% | +1,853.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling