+424.8%
FLEX vs ALLY
-10.0%
+434.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -4.4% |
| 7D | +7.5% | +0.4% | +7.1% | +7.3% |
| 30D | -25.3% | +5.2% | -30.5% | -27.3% |
| 3M | -39.7% | -13.3% | -26.4% | -35.8% |
| 6M | -47.9% | -6.7% | -41.2% | -46.4% |
| YTD | +24.1% | -12.8% | +36.9% | +31.1% |
| 1Y | +26.0% | +0.7% | +25.3% | +24.6% |
| 3Y | +282.7% | +65.2% | +217.5% | +201.5% |
| All | +424.8% | -10.0% | +434.8% | +445.3% |
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