-28.6%
FIS vs ALLY
+98.1%
-126.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -29.3% |
| 6M | -36.1% | -12.4% | -23.6% | -33.7% |
| YTD | -55.4% | -13.2% | -42.2% | -53.8% |
| 1Y | -53.9% | +1.8% | -55.7% | -54.8% |
| 3Y | -39.8% | +58.0% | -97.7% | -51.2% |
| 5Y | -71.1% | -8.4% | -62.7% | -72.8% |
| 10Y | -53.8% | +195.3% | -249.1% | -72.0% |
| All | -28.6% | +98.1% | -126.7% | -53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling