+640.4%
FLEX vs ALLY
+201.0%
+439.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.9% | +11.1% | +11.5% |
| 7D | -7.2% | -0.2% | -7.0% | -7.3% |
| 30D | -34.8% | +3.4% | -38.2% | -36.2% |
| 3M | -35.6% | -11.1% | -24.5% | -31.8% |
| 6M | -45.0% | -11.5% | -33.5% | -41.7% |
| YTD | +29.4% | -12.3% | +41.7% | +37.2% |
| 1Y | +24.8% | +1.1% | +23.7% | +22.7% |
| 3Y | +304.4% | +64.8% | +239.6% | +196.0% |
| 5Y | +484.1% | -6.9% | +490.9% | +452.9% |
| 10Y | +640.4% | +194.9% | +445.5% | +314.6% |
| All | +640.4% | +201.0% | +439.4% | +314.6% |
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