-43.9%
FLUT vs APTV
-54.7%
+10.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +1.7% |
| 7D | +3.8% | +2.0% | +1.9% | +3.3% |
| 30D | +6.3% | -7.7% | +14.0% | +8.2% |
| 3M | -4.0% | -34.0% | +30.0% | +4.9% |
| 6M | -10.3% | -37.1% | +26.8% | -1.3% |
| YTD | -53.2% | -39.9% | -13.3% | -47.8% |
| 1Y | -65.0% | -44.4% | -20.6% | -60.3% |
| 3Y | -43.9% | -54.5% | +10.6% | -36.9% |
| All | -43.9% | -54.7% | +10.8% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling