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  • FANG vs ALLY✓SelectedUSD · ALLYFANG vs ALLY performance historyLatest closeAs of+0.22%09/08
Stock and ETF performance explorer

FANG vs ALLY

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+427.3%
ALLY return
+117.4%
Excess return
+309.9%
Maximum drawdown
-88.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioALLYExcessAlpha
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