-32.8%
FPS vs ALLY
-8.5%
-24.4%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.7% | +8.7% | +7.6% |
| 7D | -24.5% | +0.9% | -25.5% | -25.1% |
| 30D | -52.1% | +3.1% | -55.2% | -53.0% |
| 3M | -48.4% | -12.6% | -35.8% | -44.6% |
| 6M | -54.4% | -12.4% | -41.9% | -51.6% |
| All | -32.8% | -8.5% | -24.4% | -32.0% |
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 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