-83.2%
FIG vs ALLY
+4.5%
-87.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.8% | +2.0% | +2.4% |
| 7D | +3.4% | +0.4% | +3.0% | +3.3% |
| 30D | -9.5% | +5.2% | -14.7% | -11.0% |
| 3M | -26.2% | -13.3% | -12.9% | -21.8% |
| 6M | +2.7% | -6.7% | +9.4% | +5.2% |
| YTD | -48.0% | -12.8% | -35.1% | -45.3% |
| 1Y | -52.0% | +0.7% | -52.7% | -53.3% |
| All | -83.2% | +4.5% | -87.6% | -84.4% |
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 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