-58.1%
FIG vs ALLY
-1.7%
-56.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.7% | -2.8% |
| 7D | -11.4% | -0.7% | -10.8% | -10.9% |
| 30D | -17.2% | +1.1% | -18.3% | -17.3% |
| 3M | -26.6% | -13.2% | -13.4% | -22.1% |
| 6M | -9.8% | -13.5% | +3.6% | -4.0% |
| YTD | -50.1% | -14.3% | -35.9% | -46.2% |
| 1Y | -58.1% | -1.1% | -56.9% | -60.8% |
| All | -58.1% | -1.7% | -56.3% | -60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling