+602.8%
FICO vs ALLY
+191.1%
+411.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.3% | -17.0% | -16.8% |
| 7D | -19.2% | +3.7% | -22.9% | -20.3% |
| 30D | -14.6% | -2.3% | -12.3% | -13.9% |
| 3M | -20.1% | +3.8% | -23.9% | -21.7% |
| 6M | -36.3% | +9.7% | -46.0% | -39.2% |
| YTD | -44.9% | -1.4% | -43.4% | -45.1% |
| 1Y | -38.6% | +8.2% | -46.9% | -41.3% |
| 3Y | +4.0% | +66.5% | -62.5% | -19.9% |
| 5Y | +99.5% | +1.2% | +98.3% | +77.7% |
| All | +602.8% | +191.1% | +411.7% | +264.0% |
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