-79.1%
FIG vs ALLY
+18.1%
-97.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -16.3% | +3.7% | -20.0% | -17.5% |
| 30D | -14.3% | -2.3% | -12.1% | -13.5% |
| 3M | +7.2% | +3.8% | +3.3% | +5.4% |
| 6M | -18.6% | +9.7% | -28.3% | -23.3% |
| YTD | -35.5% | -1.4% | -34.0% | -35.5% |
| 1Y | -55.8% | +8.2% | -64.0% | -58.1% |
| All | -79.1% | +18.1% | -97.3% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling