-52.4%
FN vs ALLY
-7.6%
-44.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.8% | -9.8% | -5.2% |
| 7D | -7.0% | +2.4% | -9.4% | -6.2% |
| 30D | -24.7% | +5.6% | -30.3% | -24.0% |
| 3M | -35.7% | -11.7% | -24.0% | -35.3% |
| 6M | -52.4% | -7.0% | -45.4% | -52.1% |
| All | -52.4% | -7.6% | -44.8% | -52.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling