-58.2%
FISV vs ALLY
+69.8%
-128.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -3.1% |
| 7D | -1.6% | +1.0% | -2.6% | -1.8% |
| 30D | -3.0% | -3.3% | +0.3% | -2.0% |
| 3M | -3.5% | +0.5% | -4.0% | -3.8% |
| 6M | -19.4% | +12.6% | -32.0% | -22.2% |
| YTD | -24.3% | -4.7% | -19.6% | -23.7% |
| 1Y | -62.4% | +5.2% | -67.6% | -63.0% |
| 3Y | -58.2% | +66.5% | -124.7% | -61.8% |
| All | -58.2% | +69.8% | -128.0% | -61.8% |
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 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