-55.3%
FIS vs ALLY
+201.0%
-256.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.7% |
| 7D | -29.4% | -0.2% | -29.2% | -29.7% |
| 30D | -16.7% | +3.4% | -20.2% | -18.1% |
| 3M | -33.0% | -11.1% | -21.9% | -30.5% |
| 6M | -33.3% | -11.5% | -21.8% | -31.0% |
| YTD | -56.0% | -12.3% | -43.7% | -54.6% |
| 1Y | -54.6% | +1.1% | -55.7% | -55.4% |
| 3Y | -40.6% | +64.8% | -105.4% | -53.2% |
| 5Y | -71.9% | -6.9% | -65.1% | -73.8% |
| 10Y | -55.3% | +194.9% | -250.3% | -70.7% |
| All | -55.3% | +201.0% | -256.4% | -70.7% |
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