-71.1%
FLNC vs ALLY
+4.2%
-75.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -1.1% | -7.3% | -7.5% |
| 7D | -4.2% | -1.9% | -2.2% | -3.0% |
| 30D | -20.0% | -4.5% | -15.5% | -17.2% |
| 3M | -56.9% | -2.8% | -54.0% | -55.7% |
| 6M | -35.5% | +10.3% | -45.9% | -41.6% |
| YTD | -48.8% | -5.7% | -43.1% | -47.2% |
| 1Y | +49.3% | +3.9% | +45.3% | +43.4% |
| 3Y | -61.8% | +64.7% | -126.5% | -76.2% |
| All | -71.1% | +4.2% | -75.3% | -72.0% |
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 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