+502.1%
FICO vs ALLY
+194.4%
+307.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.4% |
| 7D | -0.3% | -1.1% | +0.9% | 0.0% |
| 30D | +1.7% | +4.2% | -2.5% | +0.1% |
| 3M | -35.2% | -12.4% | -22.8% | -31.8% |
| 6M | -33.7% | -8.7% | -25.0% | -31.7% |
| YTD | -58.2% | -11.6% | -46.5% | -56.6% |
| 1Y | -56.6% | +0.2% | -56.7% | -57.2% |
| 3Y | -24.0% | +57.1% | -81.1% | -39.9% |
| 5Y | +86.1% | -6.8% | +92.9% | +71.7% |
| All | +502.1% | +194.4% | +307.7% | +229.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling