+8.4%
FLR vs ALLY
+182.8%
-174.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +1.6% |
| 7D | +5.1% | -0.7% | +5.8% | +5.4% |
| 30D | -0.5% | +1.1% | -1.6% | -1.5% |
| 3M | -3.5% | -13.2% | +9.7% | +4.9% |
| 6M | +16.5% | -13.5% | +29.9% | +26.3% |
| YTD | +27.3% | -14.3% | +41.6% | +37.7% |
| 1Y | +10.6% | -1.1% | +11.8% | +9.1% |
| 3Y | +39.4% | +62.0% | -22.6% | -6.3% |
| 5Y | +126.4% | -9.6% | +136.0% | +105.2% |
| 10Y | +8.4% | +176.0% | -167.6% | -56.6% |
| All | +8.4% | +182.8% | -174.4% | -56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling