+1,005.1%
FLEX vs ALLY
+193.4%
+811.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -0.9% | +3.7% | -4.6% | -2.8% |
| 30D | -10.1% | -2.3% | -7.9% | -9.1% |
| 3M | -31.3% | +3.8% | -35.2% | -32.7% |
| 6M | +71.3% | +9.7% | +61.6% | +63.1% |
| YTD | +81.2% | -1.4% | +82.7% | +81.5% |
| 1Y | +98.5% | +8.2% | +90.3% | +88.4% |
| 3Y | +428.2% | +66.5% | +361.8% | +285.0% |
| 5Y | +657.3% | +1.2% | +656.1% | +587.1% |
| All | +1,005.1% | +193.4% | +811.7% | +472.8% |
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