-46.8%
FISV vs ALLY
+61.3%
-108.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.8% |
| 7D | +22.3% | -0.2% | +22.5% | +22.3% |
| 30D | +39.2% | +3.4% | +35.8% | +37.8% |
| 3M | +21.2% | -11.1% | +32.3% | +25.1% |
| 6M | +14.5% | -11.5% | +26.0% | +18.0% |
| YTD | -5.4% | -12.3% | +6.9% | -2.6% |
| 1Y | -0.3% | +1.1% | -1.4% | -1.0% |
| 3Y | -46.8% | +64.8% | -111.6% | -49.1% |
| All | -46.8% | +61.3% | -108.1% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling