+138.2%
FTI vs ALLY
+124.8%
+13.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +5.3% | +3.7% | +1.6% | +3.3% |
| 30D | +15.3% | -2.3% | +17.6% | +16.6% |
| 3M | +15.8% | +3.8% | +11.9% | +12.4% |
| 6M | +22.6% | +9.7% | +12.9% | +14.0% |
| YTD | +79.5% | -1.4% | +81.0% | +76.2% |
| 1Y | +102.0% | +8.2% | +93.8% | +86.4% |
| 3Y | +315.8% | +66.5% | +249.3% | +184.9% |
| 5Y | +1,129.5% | +1.2% | +1,128.3% | +954.7% |
| 10Y | +320.9% | +191.4% | +129.5% | +82.9% |
| All | +138.2% | +124.8% | +13.4% | +7.9% |
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