+19.6%
FLEX vs ALLY
-1.7%
+21.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -1.4% |
| 7D | -13.6% | -0.7% | -13.0% | -13.4% |
| 30D | -36.5% | +1.1% | -37.6% | -37.1% |
| 3M | -36.4% | -13.2% | -23.3% | -30.9% |
| 6M | -46.5% | -13.5% | -33.0% | -41.8% |
| YTD | +25.9% | -14.3% | +40.2% | +36.7% |
| 1Y | +19.6% | -1.1% | +20.7% | +11.7% |
| All | +19.6% | -1.7% | +21.3% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling