-65.0%
FLUT vs APD
+5.6%
-70.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.5% |
| 7D | +3.8% | -2.5% | +6.3% | +3.6% |
| 30D | +6.3% | -1.9% | +8.2% | +6.2% |
| 3M | -4.0% | +8.2% | -12.3% | -3.0% |
| 6M | -10.3% | +10.7% | -21.0% | -9.8% |
| YTD | -53.2% | +22.9% | -76.1% | -52.4% |
| 1Y | -65.0% | +5.8% | -70.8% | -65.3% |
| All | -65.0% | +5.6% | -70.7% | -65.3% |
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