+1,744.7%
FN vs ALLY
+104.2%
+1,640.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +3.8% | -9.8% | -7.3% |
| 7D | -7.0% | +2.4% | -9.4% | -8.0% |
| 30D | -24.7% | +5.6% | -30.3% | -26.4% |
| 3M | -35.7% | -11.7% | -24.0% | -33.1% |
| 6M | -52.4% | -7.0% | -45.4% | -51.6% |
| YTD | -25.0% | -10.4% | -14.5% | -23.0% |
| 1Y | -25.7% | +2.4% | -28.0% | -27.2% |
| 3Y | +110.2% | +59.2% | +51.0% | +76.4% |
| 5Y | +192.3% | -5.0% | +197.4% | +179.1% |
| 10Y | +812.3% | +204.5% | +607.8% | +449.1% |
| All | +1,744.7% | +104.2% | +1,640.5% | +1,154.0% |
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