-54.5%
FIS vs ALLY
+189.4%
-243.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | -25.5% | +0.9% | -26.4% | -26.0% |
| 30D | -15.1% | +3.1% | -18.1% | -16.3% |
| 3M | -32.1% | -12.6% | -19.5% | -29.2% |
| 6M | -36.1% | -12.4% | -23.6% | -33.6% |
| YTD | -55.4% | -13.2% | -42.2% | -53.8% |
| 1Y | -53.9% | +1.8% | -55.7% | -54.9% |
| 3Y | -39.8% | +58.0% | -97.7% | -51.7% |
| 5Y | -71.1% | -8.4% | -62.7% | -72.9% |
| All | -54.5% | +189.4% | -243.8% | -70.2% |
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