-45.3%
FLUT vs APD
+29.7%
-75.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | +3.8% | -4.5% | -1.4% |
| 30D | +9.3% | +8.2% | +1.0% | +7.6% |
| 3M | -17.5% | +4.3% | -21.8% | -18.2% |
| 6M | -14.6% | +4.7% | -19.3% | -15.4% |
| YTD | -62.3% | +31.5% | -93.8% | -64.7% |
| 1Y | -59.6% | +23.5% | -83.2% | -61.7% |
| 3Y | -45.3% | +29.1% | -74.4% | -48.0% |
| All | -45.3% | +29.7% | -75.0% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling