+105.3%
FAST vs ALLY
-9.5%
+114.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +2.1% | +0.9% | +1.2% | +1.8% |
| 30D | +6.9% | +3.1% | +3.8% | +6.1% |
| 3M | +4.8% | -12.6% | +17.4% | +8.1% |
| 6M | +19.8% | -12.4% | +32.2% | +23.1% |
| YTD | +34.9% | -13.2% | +48.0% | +38.5% |
| 1Y | +32.8% | +1.8% | +31.0% | +31.2% |
| 3Y | +93.7% | +58.0% | +35.8% | +67.5% |
| All | +105.3% | -9.5% | +114.8% | +97.2% |
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