+194.9%
ALLY vs FDS
+135.1%
+59.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | -0.2% | -5.0% | +4.7% | +2.1% |
| 30D | +3.4% | +13.8% | -10.3% | -2.6% |
| 3M | -11.1% | +14.8% | -25.9% | -17.4% |
| 6M | -11.5% | +47.4% | -58.9% | -29.2% |
| YTD | -12.3% | +14.2% | -26.5% | -21.4% |
| 1Y | +1.1% | +26.6% | -25.5% | -15.4% |
| 3Y | +64.8% | -24.4% | +89.2% | +81.8% |
| 5Y | -6.9% | -22.6% | +15.8% | -0.5% |
| 10Y | +194.9% | +130.0% | +65.0% | +63.7% |
| All | +194.9% | +135.1% | +59.8% | +63.7% |
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