+52.8%
FLUT vs APTV
+138.1%
-85.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.9% | -1.0% |
| 7D | -0.7% | -1.7% | +1.1% | -0.4% |
| 30D | +9.3% | -11.6% | +20.8% | +11.1% |
| 3M | -17.5% | -21.2% | +3.7% | -14.7% |
| 6M | -14.6% | -28.5% | +13.9% | -11.2% |
| YTD | -62.3% | -49.1% | -13.2% | -58.9% |
| 1Y | -59.6% | -52.2% | -7.4% | -55.7% |
| 3Y | -45.3% | -48.6% | +3.3% | -41.3% |
| 5Y | -50.4% | -77.3% | +26.9% | -44.3% |
| 10Y | -26.8% | -26.9% | 0.0% | -14.9% |
| All | +52.8% | +138.1% | -85.3% | +81.3% |
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