+191.9%
ALLY vs FDS
+84.7%
+107.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.9% |
| 7D | +3.7% | -1.9% | +5.6% | +4.5% |
| 30D | -2.3% | +9.0% | -11.3% | -6.4% |
| 3M | +3.8% | +18.9% | -15.0% | -6.0% |
| 6M | +9.7% | +35.1% | -25.4% | -8.8% |
| YTD | -1.4% | +5.5% | -6.9% | -7.7% |
| 1Y | +8.2% | -16.8% | +25.0% | +14.4% |
| 3Y | +66.5% | -28.1% | +94.5% | +87.7% |
| 5Y | +1.2% | -17.4% | +18.6% | +2.4% |
| All | +191.9% | +84.7% | +107.2% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling