+565.2%
FLEX vs ALLY
+189.4%
+375.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +5.5% |
| 7D | -19.3% | +0.9% | -20.2% | -20.0% |
| 30D | -41.5% | +3.1% | -44.6% | -42.7% |
| 3M | -43.1% | -12.6% | -30.5% | -39.2% |
| 6M | -48.2% | -12.4% | -35.8% | -44.8% |
| YTD | +15.5% | -13.2% | +28.6% | +23.0% |
| 1Y | +10.2% | +1.8% | +8.4% | +7.9% |
| 3Y | +256.8% | +58.0% | +198.8% | +167.2% |
| 5Y | +408.2% | -8.4% | +416.6% | +385.5% |
| All | +565.2% | +189.4% | +375.8% | +268.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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