+52.4%
FND vs ALLY
+141.2%
-88.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.0% |
| 7D | -5.1% | -2.1% | -3.0% | -3.9% |
| 30D | +9.2% | +2.0% | +7.2% | +8.4% |
| 3M | -17.7% | -13.3% | -4.4% | -10.5% |
| 6M | +2.5% | -9.9% | +12.3% | +9.1% |
| YTD | -19.8% | -13.5% | -6.3% | -13.1% |
| 1Y | -22.7% | -2.8% | -19.9% | -21.5% |
| 3Y | -38.3% | +63.4% | -101.7% | -54.3% |
| 5Y | -63.0% | -10.9% | -52.1% | -63.1% |
| All | +52.4% | +141.2% | -88.8% | -10.1% |
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 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