+2,037.5%
FLUT vs AJG
+1,932.9%
+104.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -1.0% |
| 7D | -2.6% | -7.4% | +4.8% | -1.8% |
| 30D | +5.4% | -3.0% | +8.3% | +5.8% |
| 3M | -10.8% | +12.8% | -23.6% | -11.8% |
| 6M | -9.2% | +12.8% | -22.1% | -10.3% |
| YTD | -53.8% | -4.7% | -49.1% | -53.7% |
| 1Y | -66.0% | -17.2% | -48.8% | -65.5% |
| 3Y | -44.7% | +10.2% | -54.8% | -45.2% |
| 5Y | -50.6% | +76.9% | -127.5% | -52.5% |
| 10Y | -10.4% | +480.5% | -490.9% | -15.7% |
| All | +2,037.5% | +1,932.9% | +104.6% | +1,900.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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