-49.2%
FLUT vs APTV
-69.4%
+20.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.6% | +5.2% | +2.0% |
| 7D | +3.8% | +2.0% | +1.9% | +3.1% |
| 30D | +6.3% | -7.7% | +14.0% | +8.8% |
| 3M | -4.0% | -34.0% | +30.0% | +7.9% |
| 6M | -10.3% | -37.1% | +26.8% | +1.4% |
| YTD | -53.2% | -39.9% | -13.3% | -46.3% |
| 1Y | -65.0% | -44.4% | -20.6% | -58.9% |
| 3Y | -43.9% | -54.5% | +10.6% | -31.7% |
| 5Y | -49.2% | -69.1% | +19.9% | -31.5% |
| All | -49.2% | -69.4% | +20.2% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling