-71.4%
FIS vs ALLY
-9.5%
-61.9%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -53.7% |
| 1Y | -53.9% | +1.8% | -55.7% | -54.9% |
| 3Y | -39.8% | +58.0% | -97.7% | -53.3% |
| All | -71.4% | -9.5% | -61.9% | -73.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling