+906.2%
FN vs ALLY
+191.1%
+715.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.8% | +3.0% |
| 7D | -1.7% | +3.7% | -5.4% | -3.0% |
| 30D | -22.0% | -2.3% | -19.7% | -21.4% |
| 3M | -43.0% | +3.8% | -46.8% | -43.9% |
| 6M | -27.7% | +9.7% | -37.5% | -30.6% |
| YTD | -10.5% | -1.4% | -9.1% | -10.9% |
| 1Y | +12.5% | +8.2% | +4.3% | +8.2% |
| 3Y | +153.8% | +66.5% | +87.3% | +109.3% |
| 5Y | +288.0% | +1.2% | +286.8% | +262.6% |
| All | +906.2% | +191.1% | +715.0% | +570.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling