-84.0%
FIG vs ALLY
+5.9%
-89.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.3% | -16.0% |
| 7D | -17.4% | -1.1% | -16.2% | -16.8% |
| 30D | -15.9% | +4.2% | -20.1% | -17.2% |
| 3M | -34.5% | -12.4% | -22.1% | -30.9% |
| 6M | -5.0% | -8.7% | +3.6% | -1.9% |
| YTD | -50.7% | -11.6% | -39.0% | -48.5% |
| 1Y | -58.1% | +0.2% | -58.3% | -59.1% |
| All | -84.0% | +5.9% | -89.9% | -85.3% |
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