+126.0%
FITB vs ALLY
+54.4%
+71.7%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.2% |
| 7D | -1.5% | +0.9% | -2.5% | -2.1% |
| 30D | +5.8% | +3.1% | +2.7% | +4.0% |
| 3M | -6.1% | -12.6% | +6.5% | +1.0% |
| 6M | +5.9% | -12.4% | +18.4% | +13.6% |
| YTD | +16.1% | -13.2% | +29.3% | +24.5% |
| 1Y | +28.8% | +1.8% | +27.0% | +26.4% |
| 3Y | +126.0% | +58.0% | +68.1% | +57.1% |
| All | +126.0% | +54.4% | +71.7% | +57.1% |
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