-10.1%
ALLY vs FDS
-21.2%
+11.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +0.8% |
| 7D | -2.8% | -2.1% | -0.6% | -2.2% |
| 30D | +1.9% | +16.0% | -14.1% | -2.5% |
| 3M | -12.1% | +18.8% | -30.9% | -16.9% |
| 6M | -9.0% | +54.1% | -63.1% | -22.3% |
| YTD | -12.9% | +17.0% | -29.9% | -17.8% |
| 1Y | -0.1% | +25.5% | -25.6% | -9.4% |
| 3Y | +64.6% | -23.3% | +87.9% | +87.9% |
| 5Y | -10.1% | -22.6% | +12.6% | -5.0% |
| All | -10.1% | -21.2% | +11.1% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling