-49.8%
FLUT vs ALLY
-10.0%
-39.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +9.3% | +5.2% | +4.0% | +7.1% |
| 3M | -17.5% | -13.3% | -4.2% | -13.2% |
| 6M | -14.6% | -6.7% | -8.0% | -12.9% |
| YTD | -62.3% | -12.8% | -49.4% | -60.6% |
| 1Y | -59.6% | +0.7% | -60.3% | -59.9% |
| 3Y | -45.3% | +65.2% | -110.5% | -55.5% |
| All | -49.8% | -10.0% | -39.8% | -48.8% |
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