-49.8%
FLUT vs APD
+16.4%
-66.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -0.7% | +3.8% | -4.5% | -1.7% |
| 30D | +9.3% | +8.2% | +1.0% | +6.9% |
| 3M | -17.5% | +4.3% | -21.8% | -18.4% |
| 6M | -14.6% | +4.7% | -19.3% | -15.9% |
| YTD | -62.3% | +31.5% | -93.8% | -65.5% |
| 1Y | -59.6% | +23.5% | -83.2% | -62.5% |
| 3Y | -45.3% | +29.1% | -74.4% | -50.8% |
| All | -49.8% | +16.4% | -66.2% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling