-10.4%
FLUT vs APA
-1.1%
-9.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.3% | -1.5% |
| 7D | -2.6% | +0.3% | -2.9% | -2.6% |
| 30D | +5.4% | +9.3% | -3.9% | +4.8% |
| 3M | -10.8% | +23.3% | -34.1% | -11.9% |
| 6M | -9.2% | +39.5% | -48.7% | -11.3% |
| YTD | -53.8% | +87.6% | -141.4% | -55.8% |
| 1Y | -66.0% | +114.2% | -180.2% | -67.8% |
| 3Y | -44.7% | +13.6% | -58.2% | -46.5% |
| 5Y | -50.6% | +175.6% | -226.2% | -53.9% |
| 10Y | -10.4% | -2.6% | -7.8% | -17.8% |
| All | -10.4% | -1.1% | -9.3% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling