-70.4%
FLNC vs ALLY
+8.9%
-79.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.2% |
| 7D | -4.9% | +3.7% | -8.5% | -7.6% |
| 30D | -27.3% | -2.3% | -25.0% | -25.9% |
| 3M | -61.9% | +3.8% | -65.7% | -62.8% |
| 6M | -34.5% | +9.7% | -44.2% | -40.1% |
| YTD | -47.7% | -1.4% | -46.3% | -47.7% |
| 1Y | +53.3% | +8.2% | +45.1% | +42.9% |
| 3Y | -62.4% | +66.5% | -128.9% | -76.8% |
| All | -70.4% | +8.9% | -79.4% | -72.3% |
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 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