-86.5%
FLNC vs ALLY
-4.5%
-82.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.7% | -6.1% | -6.2% |
| 7D | -7.1% | -2.1% | -4.9% | -5.4% |
| 30D | -30.2% | +2.0% | -32.2% | -31.0% |
| 3M | -64.1% | -13.3% | -50.8% | -59.9% |
| 6M | -77.7% | -9.9% | -67.9% | -75.8% |
| YTD | -76.1% | -13.5% | -62.5% | -73.5% |
| 1Y | -75.4% | -2.8% | -72.5% | -75.0% |
| 3Y | -72.4% | +63.4% | -135.8% | -82.8% |
| 5Y | -87.4% | -10.9% | -76.5% | -86.1% |
| All | -86.5% | -4.5% | -82.0% | -86.0% |
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 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