-63.2%
FLUT vs APD
+36.4%
-99.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.3% |
| 7D | +4.2% | +3.8% | +0.4% | +4.3% |
| 30D | +8.0% | +14.1% | -6.1% | +8.7% |
| 3M | -22.1% | +8.2% | -30.3% | -21.7% |
| 6M | -21.7% | +7.5% | -29.2% | -21.1% |
| YTD | -62.0% | +31.7% | -93.6% | -61.1% |
| 1Y | -63.2% | +35.1% | -98.2% | -62.9% |
| All | -63.2% | +36.4% | -99.5% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling