-63.2%
FLUT vs APTV
-46.4%
-16.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.6% | -7.0% | -3.4% |
| 7D | +4.2% | -1.9% | +6.0% | +4.6% |
| 30D | +8.0% | -1.4% | +9.4% | +8.4% |
| 3M | -22.1% | -9.3% | -12.7% | -20.5% |
| 6M | -21.7% | -27.3% | +5.6% | -18.4% |
| YTD | -62.0% | -43.1% | -18.8% | -56.5% |
| 1Y | -63.2% | -46.5% | -16.7% | -56.8% |
| All | -63.2% | -46.4% | -16.8% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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