+1,658.1%
FLUT vs APD
+1,299.9%
+358.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -1.1% | -3.7% | +2.6% | -0.7% |
| 30D | +7.7% | +9.6% | -1.9% | +6.7% |
| 3M | -12.2% | +1.6% | -13.8% | -12.3% |
| 6M | -17.6% | +2.2% | -19.7% | -17.9% |
| YTD | -62.0% | +25.9% | -87.9% | -63.0% |
| 1Y | -62.3% | +20.1% | -82.4% | -63.1% |
| 3Y | -52.0% | +12.4% | -64.4% | -52.9% |
| 5Y | -51.8% | +11.1% | -62.9% | -53.1% |
| 10Y | -26.3% | +190.1% | -216.5% | -33.3% |
| All | +1,658.1% | +1,299.9% | +358.2% | +1,326.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling