+466.6%
FLEX vs ALLY
-9.3%
+475.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.4% | -1.6% |
| 7D | -13.6% | -0.7% | -13.0% | -13.5% |
| 30D | -36.5% | +1.1% | -37.6% | -37.0% |
| 3M | -36.4% | -13.2% | -23.3% | -32.4% |
| 6M | -46.5% | -13.5% | -33.0% | -43.0% |
| YTD | +25.9% | -14.3% | +40.2% | +34.1% |
| 1Y | +19.6% | -1.1% | +20.7% | +19.3% |
| 3Y | +287.0% | +62.0% | +225.0% | +207.5% |
| 5Y | +466.6% | -9.6% | +476.3% | +493.1% |
| All | +466.6% | -9.3% | +475.9% | +493.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling