-3.0%
FISV vs ALLY
+178.1%
-181.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.3% | -4.0% |
| 7D | -6.4% | -1.9% | -4.5% | -5.8% |
| 30D | -6.8% | -4.5% | -2.4% | -5.4% |
| 3M | -10.0% | -2.8% | -7.1% | -9.3% |
| 6M | -20.6% | +10.3% | -30.9% | -23.5% |
| YTD | -27.6% | -5.7% | -21.9% | -26.6% |
| 1Y | -64.3% | +3.9% | -68.3% | -64.9% |
| 3Y | -60.0% | +64.7% | -124.7% | -67.6% |
| 5Y | -57.7% | -2.6% | -55.1% | -60.4% |
| 10Y | -3.0% | +186.0% | -189.0% | -40.4% |
| All | -3.0% | +178.1% | -181.0% | -40.4% |
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