+50.0%
FANG vs ALLY
+64.1%
-14.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.9% | -3.8% | +6.7% | +3.8% |
| 30D | +2.6% | -4.9% | +7.5% | +3.8% |
| 3M | +7.6% | -2.6% | +10.2% | +7.7% |
| 6M | +17.3% | +15.7% | +1.6% | +9.9% |
| YTD | +38.7% | -5.2% | +43.8% | +38.7% |
| 1Y | +51.6% | +2.8% | +48.8% | +46.4% |
| 3Y | +50.0% | +63.4% | -13.5% | +30.3% |
| All | +50.0% | +64.1% | -14.1% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling