+225.6%
FANG vs ALLY
-4.7%
+230.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +2.9% | -3.8% | +6.7% | +4.0% |
| 30D | +2.6% | -4.9% | +7.5% | +4.0% |
| 3M | +7.6% | -2.6% | +10.2% | +7.8% |
| 6M | +17.3% | +15.7% | +1.6% | +10.0% |
| YTD | +38.7% | -5.2% | +43.8% | +38.4% |
| 1Y | +51.6% | +2.8% | +48.8% | +46.5% |
| 3Y | +50.0% | +63.4% | -13.5% | +21.9% |
| All | +225.6% | -4.7% | +230.3% | +231.1% |
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