+743.6%
FN vs ALLY
+189.4%
+554.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.7% | +13.4% | +12.3% |
| 7D | 0.0% | +0.9% | -1.0% | -0.6% |
| 30D | -34.3% | +3.1% | -37.4% | -35.2% |
| 3M | -39.9% | -12.6% | -27.3% | -37.2% |
| 6M | -51.8% | -12.4% | -39.4% | -50.0% |
| YTD | -28.1% | -13.2% | -15.0% | -25.5% |
| 1Y | -29.1% | +1.8% | -30.9% | -30.4% |
| 3Y | +102.4% | +58.0% | +44.5% | +70.7% |
| 5Y | +171.7% | -8.4% | +180.1% | +162.9% |
| All | +743.6% | +189.4% | +554.2% | +504.8% |
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 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