+92.6%
FTI vs ALLY
+95.5%
-2.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +2.1% |
| 7D | -3.3% | -0.7% | -2.6% | -3.1% |
| 30D | -7.2% | +1.1% | -8.4% | -8.3% |
| 3M | -12.9% | -13.2% | +0.3% | -6.8% |
| 6M | -7.9% | -13.5% | +5.6% | -2.4% |
| YTD | +45.2% | -14.3% | +59.5% | +52.4% |
| 1Y | +48.1% | -1.1% | +49.2% | +43.3% |
| 3Y | +205.0% | +62.0% | +143.0% | +111.1% |
| 5Y | +838.8% | -9.6% | +848.5% | +746.9% |
| 10Y | +174.8% | +176.0% | -1.2% | +22.7% |
| All | +92.6% | +95.5% | -2.9% | -6.7% |
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