+499.7%
FICO vs ALLY
+189.4%
+310.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | -0.9% | +0.9% | -1.9% | -1.4% |
| 30D | +3.3% | +3.1% | +0.3% | +2.1% |
| 3M | -31.7% | -12.6% | -19.2% | -28.1% |
| 6M | -34.0% | -12.4% | -21.5% | -30.9% |
| YTD | -58.3% | -13.2% | -45.2% | -56.4% |
| 1Y | -57.9% | +1.8% | -59.8% | -58.8% |
| 3Y | -24.1% | +58.0% | -82.0% | -40.1% |
| 5Y | +85.3% | -8.4% | +93.7% | +72.2% |
| All | +499.7% | +189.4% | +310.3% | +230.4% |
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