+2,054.3%
FLUT vs APA
+126.7%
+1,927.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.0% |
| 7D | -1.6% | +0.5% | -2.2% | -1.7% |
| 30D | +7.7% | +23.4% | -15.6% | +6.2% |
| 3M | -0.7% | +12.7% | -13.4% | -1.6% |
| 6M | -11.2% | +39.4% | -50.6% | -13.4% |
| YTD | -53.4% | +79.0% | -132.4% | -55.5% |
| 1Y | -65.8% | +88.8% | -154.6% | -67.5% |
| 3Y | -44.9% | +6.4% | -51.3% | -46.5% |
| 5Y | -49.7% | +153.0% | -202.7% | -53.7% |
| 10Y | -9.7% | +7.5% | -17.3% | -17.2% |
| All | +2,054.3% | +126.7% | +1,927.6% | +1,617.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling