-11.0%
FLUT vs APTV
-15.8%
+4.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.3% | -1.1% |
| 7D | -3.6% | -1.8% | -1.8% | -3.3% |
| 30D | -0.3% | -7.9% | +7.6% | +1.1% |
| 3M | -12.6% | -29.9% | +17.3% | -7.5% |
| 6M | -8.0% | -36.6% | +28.6% | -1.4% |
| YTD | -54.1% | -40.0% | -14.2% | -50.3% |
| 1Y | -66.1% | -44.0% | -22.1% | -62.9% |
| 3Y | -45.0% | -54.5% | +9.5% | -39.2% |
| 5Y | -51.2% | -68.8% | +17.6% | -44.9% |
| All | -11.0% | -15.8% | +4.8% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling