+194.1%
FTI vs ALLY
+54.4%
+139.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.6% |
| 7D | -7.6% | +0.9% | -8.6% | -8.0% |
| 30D | -7.1% | +3.1% | -10.2% | -8.2% |
| 3M | -8.7% | -12.6% | +3.9% | -5.3% |
| 6M | -14.0% | -12.4% | -1.5% | -11.3% |
| YTD | +42.8% | -13.2% | +56.0% | +46.8% |
| 1Y | +50.4% | +1.8% | +48.5% | +44.9% |
| 3Y | +194.1% | +58.0% | +136.1% | +147.0% |
| All | +194.1% | +54.4% | +139.8% | +147.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling