+2,054.3%
FLUT vs APD
+1,283.5%
+770.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | +7.7% | +2.1% | +5.7% | +7.6% |
| 3M | -0.7% | +7.2% | -7.9% | -1.5% |
| 6M | -11.2% | +11.2% | -22.4% | -12.4% |
| YTD | -53.4% | +24.4% | -77.8% | -54.6% |
| 1Y | -65.8% | +6.7% | -72.4% | -66.1% |
| 3Y | -44.9% | +9.2% | -54.2% | -45.9% |
| 5Y | -49.7% | +27.4% | -77.1% | -51.4% |
| 10Y | -9.7% | +164.8% | -174.5% | -17.7% |
| All | +2,054.3% | +1,283.5% | +770.8% | +1,650.1% |
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