+3.3%
FLUT vs ALLY
+101.5%
-98.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.8% | +1.7% |
| 7D | +4.8% | -1.1% | +5.9% | +4.9% |
| 30D | +8.8% | +4.2% | +4.6% | +8.0% |
| 3M | -10.7% | -12.4% | +1.7% | -8.6% |
| 6M | -19.7% | -8.7% | -11.0% | -18.5% |
| YTD | -61.4% | -11.6% | -49.8% | -60.6% |
| 1Y | -61.6% | +0.2% | -61.8% | -61.6% |
| 3Y | -51.4% | +57.1% | -108.5% | -54.9% |
| 5Y | -51.0% | -6.8% | -44.2% | -52.9% |
| 10Y | -25.2% | +200.4% | -225.5% | -29.9% |
| All | +3.3% | +101.5% | -98.2% | -2.8% |
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 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