+1,797.1%
FLEX vs ALLY
+124.8%
+1,672.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -0.9% | +3.7% | -4.6% | -2.7% |
| 30D | -10.1% | -2.3% | -7.9% | -9.1% |
| 3M | -31.3% | +3.8% | -35.2% | -32.6% |
| 6M | +71.3% | +9.7% | +61.6% | +63.4% |
| YTD | +81.2% | -1.4% | +82.7% | +81.6% |
| 1Y | +98.5% | +8.2% | +90.3% | +88.8% |
| 3Y | +428.2% | +66.5% | +361.8% | +291.1% |
| 5Y | +657.3% | +1.2% | +656.1% | +588.6% |
| 10Y | +995.9% | +191.4% | +804.5% | +444.2% |
| All | +1,797.1% | +124.8% | +1,672.3% | +927.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling