-52.0%
FIS vs ALLY
+182.4%
-234.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.6% | +5.1% | +6.2% |
| 7D | +1.5% | -2.8% | +4.3% | +2.5% |
| 30D | -11.8% | +1.9% | -13.7% | -12.8% |
| 3M | -28.5% | -12.1% | -16.4% | -25.6% |
| 6M | -27.0% | -9.0% | -18.0% | -25.2% |
| YTD | -53.1% | -12.9% | -40.2% | -51.4% |
| 1Y | -52.8% | -0.1% | -52.7% | -53.4% |
| 3Y | -37.5% | +64.6% | -102.1% | -50.7% |
| 5Y | -71.1% | -10.1% | -61.0% | -72.7% |
| 10Y | -52.0% | +176.7% | -228.7% | -68.6% |
| All | -52.0% | +182.4% | -234.4% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling