+88.0%
FICO vs ALLY
-9.3%
+97.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.7% |
| 7D | +0.9% | -0.7% | +1.5% | +1.0% |
| 30D | +9.4% | +1.1% | +8.3% | +9.0% |
| 3M | -30.4% | -13.2% | -17.2% | -27.0% |
| 6M | -35.1% | -13.5% | -21.6% | -32.1% |
| YTD | -56.8% | -14.3% | -42.5% | -54.8% |
| 1Y | -58.4% | -1.1% | -57.2% | -58.7% |
| 3Y | -26.7% | +62.0% | -88.7% | -41.8% |
| 5Y | +88.0% | -9.6% | +97.7% | +66.6% |
| All | +88.0% | -9.3% | +97.3% | +66.6% |
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 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