+614.8%
FLEX vs ALLY
+174.3%
+440.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.5% |
| 7D | +7.5% | +0.4% | +7.1% | +7.3% |
| 30D | -25.3% | +5.2% | -30.5% | -27.7% |
| 3M | -39.7% | -13.3% | -26.4% | -35.2% |
| 6M | -47.9% | -6.7% | -41.2% | -46.2% |
| YTD | +24.1% | -12.8% | +36.9% | +32.0% |
| 1Y | +26.0% | +0.7% | +25.3% | +24.1% |
| 3Y | +282.7% | +65.2% | +217.5% | +179.5% |
| 5Y | +424.2% | -10.1% | +434.4% | +406.7% |
| All | +614.8% | +174.3% | +440.5% | +288.1% |
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