+100.2%
ALLY vs FDS
+270.1%
-169.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -1.1% | +6.4% | -7.5% | -3.9% |
| 30D | +4.2% | +25.2% | -21.0% | -6.1% |
| 3M | -12.4% | +22.9% | -35.3% | -21.2% |
| 6M | -8.7% | +56.5% | -65.2% | -29.1% |
| YTD | -11.6% | +19.0% | -30.6% | -22.4% |
| 1Y | +0.2% | +32.7% | -32.6% | -18.0% |
| 3Y | +57.1% | -20.4% | +77.5% | +67.4% |
| 5Y | -6.8% | -19.6% | +12.8% | -2.7% |
| 10Y | +200.4% | +148.5% | +51.9% | +63.6% |
| All | +100.2% | +270.1% | -169.8% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling