+106.0%
FANG vs ALLY
-10.0%
+116.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | +4.0% | +0.4% | +3.6% | +3.9% |
| 30D | -5.8% | +5.2% | -11.0% | -7.3% |
| 3M | -6.7% | -13.3% | +6.6% | -3.2% |
| 6M | -6.4% | -6.7% | +0.2% | -5.7% |
| YTD | +25.9% | -12.8% | +38.8% | +28.5% |
| 1Y | +31.1% | +0.7% | +30.4% | +27.2% |
| 3Y | +31.3% | +65.2% | -33.9% | +7.0% |
| All | +106.0% | -10.0% | +116.0% | +107.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling