+141.6%
FITB vs ALLY
+65.3%
+76.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | +2.8% | +0.4% | +2.4% | +2.5% |
| 30D | +9.8% | +5.2% | +4.6% | +6.6% |
| 3M | -5.2% | -13.3% | +8.2% | +2.5% |
| 6M | +17.3% | -6.7% | +24.0% | +21.4% |
| YTD | +19.3% | -12.8% | +32.1% | +27.6% |
| 1Y | +32.7% | +0.7% | +32.0% | +31.1% |
| 3Y | +141.6% | +65.2% | +76.4% | +68.9% |
| All | +141.6% | +65.3% | +76.2% | +68.9% |
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