-45.3%
FLUT vs APA
+45.9%
-91.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.2% |
| 7D | -0.7% | +8.5% | -9.2% | -1.5% |
| 30D | +9.3% | +2.8% | +6.5% | +8.8% |
| 3M | -17.5% | +21.7% | -39.2% | -19.3% |
| 6M | -14.6% | +32.6% | -47.2% | -17.3% |
| YTD | -62.3% | +103.7% | -166.0% | -66.0% |
| 1Y | -59.6% | +101.8% | -161.4% | -63.6% |
| 3Y | -45.3% | +48.1% | -93.3% | -51.4% |
| All | -45.3% | +45.9% | -91.2% | -51.4% |
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