+245.8%
FLR vs ALLY
+1.6%
+244.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.5% |
| 7D | +5.4% | +3.7% | +1.8% | +3.9% |
| 30D | +11.4% | -2.3% | +13.6% | +12.3% |
| 3M | +11.4% | +3.8% | +7.6% | +9.5% |
| 6M | +16.6% | +9.7% | +6.9% | +11.7% |
| YTD | +41.7% | -1.4% | +43.1% | +41.5% |
| 1Y | +35.4% | +8.2% | +27.2% | +29.9% |
| 3Y | +57.3% | +66.5% | -9.2% | +26.2% |
| All | +245.8% | +1.6% | +244.2% | +196.3% |
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 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