+1,658.1%
FLUT vs APA
+137.7%
+1,520.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.2% | -1.7% |
| 7D | -1.1% | -15.5% | +14.4% | -0.1% |
| 30D | +7.7% | +2.4% | +5.3% | +7.5% |
| 3M | -12.2% | +22.8% | -35.0% | -13.5% |
| 6M | -17.6% | +17.9% | -35.5% | -18.7% |
| YTD | -62.0% | +87.7% | -149.7% | -63.8% |
| 1Y | -62.3% | +94.2% | -156.5% | -64.2% |
| 3Y | -52.0% | +27.2% | -79.2% | -53.8% |
| 5Y | -51.8% | +74.1% | -125.9% | -54.8% |
| 10Y | -26.3% | +2.6% | -29.0% | -32.1% |
| All | +1,658.1% | +137.7% | +1,520.4% | +1,296.1% |
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 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