-55.5%
FIS vs ALLY
+182.8%
-238.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.6% |
| 7D | -27.4% | -0.7% | -26.7% | -27.6% |
| 30D | -16.8% | +1.1% | -18.0% | -17.6% |
| 3M | -32.6% | -13.2% | -19.5% | -29.6% |
| 6M | -33.4% | -13.5% | -19.9% | -30.6% |
| YTD | -56.0% | -14.3% | -41.8% | -54.3% |
| 1Y | -55.1% | -1.1% | -53.9% | -55.6% |
| 3Y | -41.4% | +62.0% | -103.4% | -53.5% |
| 5Y | -72.7% | -9.6% | -63.0% | -74.3% |
| 10Y | -55.5% | +176.0% | -231.4% | -70.6% |
| All | -55.5% | +182.8% | -238.3% | -70.6% |
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