+1.7%
FLUT vs ALLY
+98.1%
-96.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | -1.1% | +0.9% | -2.0% | -1.2% |
| 30D | +7.7% | +3.1% | +4.6% | +7.1% |
| 3M | -12.2% | -12.6% | +0.4% | -10.0% |
| 6M | -17.6% | -12.4% | -5.1% | -15.7% |
| YTD | -62.0% | -13.2% | -48.9% | -61.1% |
| 1Y | -62.3% | +1.8% | -64.1% | -62.4% |
| 3Y | -52.0% | +58.0% | -109.9% | -55.4% |
| 5Y | -51.8% | -8.4% | -43.3% | -53.4% |
| 10Y | -26.3% | +195.3% | -221.6% | -30.7% |
| All | +1.7% | +98.1% | -96.4% | -4.0% |
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