-26.1%
FLUT vs APTV
-27.3%
+1.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.5% | -2.6% | -3.8% |
| 7D | -1.2% | -5.0% | +3.8% | -0.3% |
| 30D | +5.0% | -12.3% | +17.3% | +7.4% |
| 3M | -16.4% | -19.9% | +3.5% | -13.1% |
| 6M | -14.6% | -29.4% | +14.8% | -10.1% |
| YTD | -61.9% | -49.0% | -12.9% | -57.5% |
| 1Y | -65.0% | -53.1% | -11.9% | -60.4% |
| 3Y | -44.8% | -48.9% | +4.1% | -39.6% |
| 5Y | -49.9% | -77.2% | +27.3% | -41.2% |
| All | -26.1% | -27.3% | +1.2% | -9.1% |
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