+100.8%
FLR vs ALLY
-9.5%
+110.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +4.0% |
| 7D | -0.8% | +0.9% | -1.7% | -1.3% |
| 30D | -9.1% | +3.1% | -12.2% | -10.4% |
| 3M | -4.7% | -12.6% | +7.9% | +0.3% |
| 6M | -14.2% | -12.4% | -1.8% | -10.0% |
| YTD | +17.3% | -13.2% | +30.4% | +23.0% |
| 1Y | +4.3% | +1.8% | +2.4% | +2.6% |
| 3Y | +30.7% | +58.0% | -27.2% | +8.0% |
| All | +100.8% | -9.5% | +110.3% | +89.7% |
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