-51.1%
FIS vs ALLY
+4.2%
-55.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +3.8% | -27.5% | -24.3% |
| 7D | -18.4% | +2.4% | -20.8% | -18.8% |
| 30D | -11.4% | +5.6% | -16.9% | -12.5% |
| 3M | -32.0% | -11.7% | -20.3% | -29.8% |
| 6M | -35.6% | -7.0% | -28.6% | -34.4% |
| YTD | -53.8% | -10.4% | -43.3% | -52.1% |
| 1Y | -51.1% | +2.4% | -53.4% | -50.6% |
| All | -51.1% | +4.2% | -55.3% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling