-43.1%
FLUT vs APA
+8.0%
-51.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -1.9% |
| 7D | -1.6% | +0.5% | -2.2% | -1.7% |
| 30D | +7.7% | +23.4% | -15.6% | +5.5% |
| 3M | -0.7% | +12.7% | -13.4% | -2.0% |
| 6M | -11.2% | +39.4% | -50.6% | -15.2% |
| YTD | -53.4% | +79.0% | -132.4% | -57.3% |
| 1Y | -65.8% | +88.8% | -154.6% | -69.0% |
| All | -43.1% | +8.0% | -51.1% | -48.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling