+56.7%
FND vs ALLY
+175.0%
-118.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.5% |
| 7D | -5.2% | +3.7% | -8.9% | -7.1% |
| 30D | -19.9% | -2.3% | -17.6% | -18.8% |
| 3M | +2.7% | +3.8% | -1.1% | +0.7% |
| 6M | -21.7% | +9.7% | -31.4% | -25.6% |
| YTD | -17.5% | -1.4% | -16.1% | -17.2% |
| 1Y | -39.3% | +8.2% | -47.5% | -42.3% |
| 3Y | -49.8% | +66.5% | -116.2% | -63.5% |
| 5Y | -60.1% | +1.2% | -61.3% | -63.4% |
| All | +56.7% | +175.0% | -118.3% | -14.3% |
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