-61.1%
FISV vs ALLY
+9.5%
-70.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.3% | +3.7% | -4.0% | -2.1% |
| 30D | -2.1% | -2.3% | +0.2% | -0.9% |
| 3M | -5.7% | +3.8% | -9.6% | -8.1% |
| 6M | -15.3% | +9.7% | -25.0% | -20.9% |
| YTD | -21.1% | -1.4% | -19.7% | -20.4% |
| 1Y | -61.1% | +8.2% | -69.3% | -63.8% |
| All | -61.1% | +9.5% | -70.6% | -63.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling