-63.2%
FLUT vs ALC
+4.2%
-67.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.8% | -9.2% | -5.3% |
| 7D | +4.2% | +10.7% | -6.6% | -0.5% |
| 30D | +8.0% | +20.2% | -12.2% | -0.4% |
| 3M | -22.1% | +8.9% | -31.0% | -24.8% |
| 6M | -21.7% | +5.7% | -27.4% | -24.3% |
| YTD | -62.0% | -1.4% | -60.5% | -62.7% |
| 1Y | -63.2% | +4.7% | -67.9% | -65.9% |
| All | -63.2% | +4.2% | -67.4% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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