+1,168.7%
FTI vs ALLY
-0.2%
+1,168.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.0% |
| 7D | -0.2% | +1.0% | -1.2% | -0.5% |
| 30D | +12.3% | -3.3% | +15.6% | +13.5% |
| 3M | +13.8% | +0.5% | +13.3% | +12.9% |
| 6M | +24.3% | +12.6% | +11.7% | +17.5% |
| YTD | +75.8% | -4.7% | +80.5% | +76.0% |
| 1Y | +99.6% | +5.2% | +94.4% | +91.6% |
| 3Y | +278.4% | +66.5% | +211.9% | +200.4% |
| 5Y | +1,168.7% | +0.2% | +1,168.5% | +1,151.6% |
| All | +1,168.7% | -0.2% | +1,168.9% | +1,151.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling