-26.1%
FLUT vs APD
+191.6%
-217.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.2% |
| 7D | -1.2% | +2.2% | -3.4% | -1.5% |
| 30D | +5.0% | +9.4% | -4.4% | +3.6% |
| 3M | -16.4% | +4.7% | -21.1% | -17.0% |
| 6M | -14.6% | +5.5% | -20.1% | -15.3% |
| YTD | -61.9% | +31.4% | -93.3% | -63.6% |
| 1Y | -65.0% | +24.1% | -89.1% | -66.3% |
| 3Y | -44.8% | +28.8% | -73.6% | -47.3% |
| 5Y | -49.9% | +15.8% | -65.7% | -52.7% |
| All | -26.1% | +191.6% | -217.7% | -32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling