+27.1%
FISV vs ALLY
+182.4%
-155.3%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.4% |
| 7D | +3.0% | -2.8% | +5.8% | +3.9% |
| 30D | +38.8% | +1.9% | +36.9% | +37.8% |
| 3M | +21.2% | -12.1% | +33.3% | +26.5% |
| 6M | +17.5% | -9.0% | +26.5% | +20.8% |
| YTD | -4.9% | -12.9% | +8.1% | -1.1% |
| 1Y | -0.6% | -0.1% | -0.5% | -1.3% |
| 3Y | -47.4% | +64.6% | -112.0% | -57.4% |
| 5Y | -36.0% | -10.1% | -26.0% | -38.6% |
| 10Y | +27.1% | +176.7% | -149.6% | -20.7% |
| All | +27.1% | +182.4% | -155.3% | -20.7% |
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 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