-26.1%
FLUT vs APA
+0.9%
-26.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.5% | +0.4% |
| 7D | -6.5% | -8.7% | +2.3% | -6.0% |
| 30D | +2.8% | -2.4% | +5.2% | +2.8% |
| 3M | -13.5% | +19.0% | -32.4% | -14.5% |
| 6M | -19.0% | +26.8% | -45.8% | -20.3% |
| YTD | -61.9% | +87.3% | -149.2% | -63.6% |
| 1Y | -63.2% | +92.3% | -155.5% | -65.0% |
| 3Y | -46.0% | +37.3% | -83.3% | -48.4% |
| 5Y | -51.8% | +73.2% | -125.0% | -54.4% |
| 10Y | -26.1% | -0.9% | -25.2% | -33.1% |
| All | -26.1% | +0.9% | -26.9% | -33.1% |
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