+143.3%
FN vs ALLY
-7.4%
+150.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -1.3% | -12.9% | -13.7% |
| 7D | -16.0% | -1.1% | -14.8% | -15.7% |
| 30D | -40.1% | +4.2% | -44.3% | -41.3% |
| 3M | -43.9% | -12.4% | -31.5% | -41.1% |
| 6M | -55.6% | -8.7% | -47.0% | -54.5% |
| YTD | -35.7% | -11.6% | -24.0% | -33.4% |
| 1Y | -39.8% | +0.2% | -40.0% | -40.7% |
| 3Y | +80.3% | +57.1% | +23.2% | +51.3% |
| 5Y | +143.3% | -6.8% | +150.1% | +142.1% |
| All | +143.3% | -7.4% | +150.7% | +142.1% |
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