-45.4%
FND vs ALLY
+5.0%
-50.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -2.4% |
| 7D | +0.4% | +1.0% | -0.7% | -0.2% |
| 30D | -23.6% | -3.3% | -20.3% | -21.8% |
| 3M | +4.3% | +0.5% | +3.9% | +4.2% |
| 6M | -20.3% | +12.6% | -32.9% | -25.1% |
| YTD | -21.3% | -4.7% | -16.6% | -18.5% |
| 1Y | -45.4% | +5.2% | -50.6% | -47.2% |
| All | -45.4% | +5.0% | -50.4% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling