+290.2%
FITB vs ALLY
+124.8%
+165.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.4% |
| 7D | +0.6% | +3.7% | -3.1% | -1.7% |
| 30D | -4.7% | -2.3% | -2.5% | -3.3% |
| 3M | +6.7% | +3.8% | +2.8% | +3.7% |
| 6M | +12.6% | +9.7% | +2.8% | +5.0% |
| YTD | +19.1% | -1.4% | +20.5% | +19.0% |
| 1Y | +22.6% | +8.2% | +14.4% | +14.7% |
| 3Y | +127.1% | +66.5% | +60.6% | +51.9% |
| 5Y | +71.8% | +1.2% | +70.6% | +52.6% |
| 10Y | +287.2% | +191.4% | +95.8% | +61.5% |
| All | +290.2% | +124.8% | +165.4% | +73.0% |
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 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