+189.7%
ALLY vs FDS
+135.4%
+54.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | 0.0% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | +3.1% | +20.2% | -17.1% | -5.4% |
| 3M | -12.6% | +19.9% | -32.4% | -20.5% |
| 6M | -12.4% | +56.2% | -68.6% | -32.1% |
| YTD | -13.2% | +14.6% | -27.7% | -22.3% |
| 1Y | +1.8% | +31.6% | -29.8% | -16.6% |
| 3Y | +58.0% | -23.8% | +81.8% | +73.5% |
| 5Y | -8.4% | -22.6% | +14.1% | -2.1% |
| All | +189.7% | +135.4% | +54.3% | +59.4% |
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