-51.1%
FLUT vs ALLY
+1.6%
-52.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -1.6% | +3.7% | -5.3% | -2.9% |
| 30D | +7.7% | -2.3% | +10.0% | +8.6% |
| 3M | -0.7% | +3.8% | -4.5% | -2.2% |
| 6M | -11.2% | +9.7% | -20.9% | -14.6% |
| YTD | -53.4% | -1.4% | -52.0% | -53.4% |
| 1Y | -65.8% | +8.2% | -74.0% | -66.9% |
| 3Y | -44.9% | +66.5% | -111.4% | -55.2% |
| All | -51.1% | +1.6% | -52.7% | -54.1% |
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