-26.1%
FLUT vs APA
+7.0%
-33.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.0% | -6.1% | -4.2% |
| 7D | -1.2% | +9.6% | -10.8% | -1.7% |
| 30D | +5.0% | -0.2% | +5.2% | +4.9% |
| 3M | -16.4% | +19.8% | -36.3% | -17.4% |
| 6M | -14.6% | +30.1% | -44.6% | -16.1% |
| YTD | -61.9% | +100.4% | -162.3% | -63.7% |
| 1Y | -65.0% | +105.2% | -170.2% | -66.8% |
| 3Y | -44.8% | +44.6% | -89.4% | -47.4% |
| 5Y | -49.9% | +88.8% | -138.7% | -52.9% |
| All | -26.1% | +7.0% | -33.0% | -33.3% |
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