+31.6%
FLUT vs ALC
+24.0%
+7.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.5% |
| 7D | -1.6% | -2.1% | +0.5% | -1.0% |
| 30D | +7.7% | -0.1% | +7.8% | +7.9% |
| 3M | -0.7% | +5.9% | -6.6% | -2.5% |
| 6M | -11.2% | -15.9% | +4.8% | -6.5% |
| YTD | -53.4% | -10.1% | -43.3% | -52.1% |
| 1Y | -65.8% | -10.2% | -55.5% | -64.8% |
| 3Y | -44.9% | -13.6% | -31.4% | -43.5% |
| 5Y | -49.7% | -15.1% | -34.6% | -49.9% |
| All | +31.6% | +24.0% | +7.5% | +25.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling