+55.4%
FLUT vs APTV
+143.1%
-87.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | -1.5% | -4.3% | +2.8% | -0.9% |
| 30D | +3.4% | -9.7% | +13.1% | +4.9% |
| 3M | -12.5% | -20.6% | +8.1% | -9.7% |
| 6M | -18.5% | -31.7% | +13.2% | -14.6% |
| YTD | -61.6% | -48.0% | -13.6% | -58.3% |
| 1Y | -64.1% | -52.1% | -12.0% | -60.6% |
| 3Y | -44.5% | -47.9% | +3.4% | -40.5% |
| 5Y | -51.3% | -76.9% | +25.6% | -45.4% |
| 10Y | -25.6% | -26.7% | +1.1% | -13.8% |
| All | +55.4% | +143.1% | -87.7% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling