+69.4%
ALLY vs FDS
-27.9%
+97.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.9% |
| 7D | +3.7% | -1.9% | +5.6% | +4.0% |
| 30D | -2.3% | +9.0% | -11.3% | -3.7% |
| 3M | +3.8% | +18.9% | -15.0% | +0.6% |
| 6M | +9.7% | +35.1% | -25.4% | +3.0% |
| YTD | -1.4% | +5.5% | -6.9% | -2.0% |
| 1Y | +8.2% | -16.8% | +25.0% | +16.0% |
| All | +69.4% | -27.9% | +97.3% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling