-18.3%
FLR vs ALLY
+124.8%
-143.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.7% | -2.5% |
| 7D | +5.4% | +3.7% | +1.8% | +3.1% |
| 30D | +11.4% | -2.3% | +13.6% | +12.7% |
| 3M | +11.4% | +3.8% | +7.6% | +8.5% |
| 6M | +16.6% | +9.7% | +6.9% | +9.1% |
| YTD | +41.7% | -1.4% | +43.1% | +41.1% |
| 1Y | +35.4% | +8.2% | +27.2% | +26.6% |
| 3Y | +57.3% | +66.5% | -9.2% | +6.4% |
| 5Y | +241.0% | +1.2% | +239.8% | +190.0% |
| 10Y | +16.6% | +191.4% | -174.8% | -52.3% |
| All | -18.3% | +124.8% | -143.1% | -64.6% |
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 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