-32.3%
FLR vs ALLY
+98.1%
-130.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.7% | +5.0% | +4.4% |
| 7D | -0.8% | +0.9% | -1.7% | -1.5% |
| 30D | -9.1% | +3.1% | -12.2% | -11.1% |
| 3M | -4.7% | -12.6% | +7.9% | +2.8% |
| 6M | -14.2% | -12.4% | -1.8% | -8.0% |
| YTD | +17.3% | -13.2% | +30.4% | +25.6% |
| 1Y | +4.3% | +1.8% | +2.4% | +1.1% |
| 3Y | +30.7% | +58.0% | -27.2% | -8.9% |
| 5Y | +101.3% | -8.4% | +109.7% | +81.5% |
| 10Y | +12.4% | +195.3% | -182.9% | -53.5% |
| All | -32.3% | +98.1% | -130.4% | -68.5% |
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