+90.9%
FTI vs ALLY
+99.9%
-9.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -4.3% | -0.2% | -4.1% | -4.4% |
| 30D | -8.0% | +3.4% | -11.5% | -10.2% |
| 3M | -8.0% | -11.1% | +3.0% | -2.9% |
| 6M | -8.7% | -11.5% | +2.8% | -4.4% |
| YTD | +43.9% | -12.3% | +56.2% | +49.3% |
| 1Y | +49.8% | +1.1% | +48.7% | +43.3% |
| 3Y | +211.7% | +64.8% | +146.9% | +113.9% |
| 5Y | +781.6% | -6.9% | +788.4% | +681.9% |
| 10Y | +180.2% | +194.9% | -14.8% | +21.0% |
| All | +90.9% | +99.9% | -9.0% | -8.5% |
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