+167.2%
ALLY vs FDS
+127.7%
+39.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +0.4% | +1.5% | -1.1% | -0.3% |
| 30D | +5.2% | +14.8% | -9.6% | -1.3% |
| 3M | -13.3% | +16.3% | -29.6% | -19.9% |
| 6M | -6.7% | +66.2% | -72.9% | -29.7% |
| YTD | -12.8% | +16.2% | -29.1% | -22.5% |
| 1Y | +0.7% | +21.8% | -21.2% | -13.5% |
| 3Y | +65.2% | -23.9% | +89.1% | +82.1% |
| 5Y | -10.1% | -23.1% | +13.0% | -3.3% |
| All | +167.2% | +127.7% | +39.6% | +48.8% |
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