+241.2%
FLEX vs ALLY
+57.0%
+184.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.3% | -12.3% | -12.9% |
| 7D | -28.3% | -1.1% | -27.2% | -28.0% |
| 30D | -45.0% | +4.2% | -49.2% | -46.4% |
| 3M | -45.2% | -12.4% | -32.8% | -41.5% |
| 6M | -30.8% | -8.7% | -22.1% | -27.6% |
| YTD | +10.4% | -11.6% | +22.1% | +16.7% |
| 1Y | +2.3% | +0.2% | +2.1% | +1.1% |
| All | +241.2% | +57.0% | +184.2% | +189.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling