+280.3%
FITB vs ALLY
+98.1%
+182.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | +0.3% |
| 7D | -1.5% | +0.9% | -2.5% | -2.2% |
| 30D | +5.8% | +3.1% | +2.7% | +3.6% |
| 3M | -6.1% | -12.6% | +6.5% | +2.3% |
| 6M | +5.9% | -12.4% | +18.4% | +14.9% |
| YTD | +16.1% | -13.2% | +29.3% | +25.8% |
| 1Y | +28.8% | +1.8% | +27.0% | +25.6% |
| 3Y | +126.0% | +58.0% | +68.1% | +56.3% |
| 5Y | +45.3% | -8.4% | +53.7% | +38.0% |
| 10Y | +255.4% | +195.3% | +60.1% | +50.6% |
| All | +280.3% | +98.1% | +182.2% | +82.9% |
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 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