+283.9%
FITB vs ALLY
+178.4%
+105.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.7% | +1.6% |
| 7D | +2.8% | +1.0% | +1.8% | +2.1% |
| 30D | -4.5% | -3.3% | -1.2% | -2.4% |
| 3M | +5.7% | +0.5% | +5.2% | +4.8% |
| 6M | +17.1% | +12.6% | +4.5% | +7.0% |
| YTD | +18.3% | -4.7% | +23.0% | +20.8% |
| 1Y | +23.9% | +5.2% | +18.7% | +17.7% |
| 3Y | +131.1% | +66.5% | +64.6% | +51.6% |
| 5Y | +71.1% | +0.2% | +70.8% | +52.0% |
| 10Y | +283.9% | +180.8% | +103.1% | +48.0% |
| All | +283.9% | +178.4% | +105.5% | +48.0% |
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