+426.2%
FANG vs ALLY
+124.8%
+301.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.2% | -2.0% |
| 7D | +0.8% | +3.7% | -2.9% | -1.1% |
| 30D | +7.6% | -2.3% | +9.9% | +8.7% |
| 3M | -1.3% | +3.8% | -5.1% | -4.3% |
| 6M | +14.7% | +9.7% | +5.0% | +5.9% |
| YTD | +34.8% | -1.4% | +36.2% | +31.1% |
| 1Y | +42.9% | +8.2% | +34.7% | +30.6% |
| 3Y | +43.8% | +66.5% | -22.7% | -3.0% |
| 5Y | +225.8% | +1.2% | +224.6% | +173.6% |
| 10Y | +171.9% | +191.4% | -19.6% | +18.9% |
| All | +426.2% | +124.8% | +301.3% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling