+427.3%
FANG vs ALLY
+117.4%
+309.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +1.9% |
| 7D | -1.7% | +1.0% | -2.8% | -2.3% |
| 30D | +6.8% | -3.3% | +10.1% | +8.4% |
| 3M | +1.3% | +0.5% | +0.8% | -0.1% |
| 6M | +11.8% | +12.6% | -0.8% | +1.8% |
| YTD | +35.1% | -4.7% | +39.8% | +33.6% |
| 1Y | +48.9% | +5.2% | +43.7% | +38.0% |
| 3Y | +42.8% | +66.5% | -23.7% | -3.9% |
| 5Y | +230.3% | +0.2% | +230.1% | +177.4% |
| 10Y | +167.0% | +180.8% | -13.7% | +19.0% |
| All | +427.3% | +117.4% | +309.9% | +166.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALLY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling