+123.7%
FISV vs ALLY
+99.9%
+23.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +22.3% | -0.2% | +22.5% | +22.3% |
| 30D | +39.2% | +3.4% | +35.8% | +37.6% |
| 3M | +21.2% | -11.1% | +32.3% | +25.8% |
| 6M | +14.5% | -11.5% | +26.0% | +18.6% |
| YTD | -5.4% | -12.3% | +6.9% | -2.0% |
| 1Y | -0.3% | +1.1% | -1.4% | -1.4% |
| 3Y | -46.8% | +64.8% | -111.6% | -56.5% |
| 5Y | -36.2% | -6.9% | -29.4% | -39.5% |
| 10Y | +26.4% | +194.9% | -168.6% | -24.4% |
| All | +123.7% | +99.9% | +23.8% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling