+27.4%
FISV vs ALLY
+174.3%
-146.9%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.4% |
| 7D | +1.4% | +0.4% | +1.1% | +1.3% |
| 30D | +38.4% | +5.2% | +33.2% | +36.0% |
| 3M | +14.9% | -13.3% | +28.2% | +20.4% |
| 6M | +21.8% | -6.7% | +28.4% | +24.1% |
| YTD | -5.0% | -12.8% | +7.8% | -1.3% |
| 1Y | -1.2% | +0.7% | -1.8% | -2.2% |
| 3Y | -47.5% | +65.2% | -112.7% | -57.5% |
| 5Y | -36.7% | -10.1% | -26.6% | -39.2% |
| All | +27.4% | +174.3% | -146.9% | -20.9% |
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