+181.6%
ALLY vs NTRS
+259.9%
-78.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.1% |
| 7D | -3.8% | +1.4% | -5.2% | -4.8% |
| 30D | -4.9% | -0.7% | -4.3% | -4.5% |
| 3M | -2.6% | +11.3% | -13.9% | -11.1% |
| 6M | +15.7% | +35.5% | -19.8% | -10.5% |
| YTD | -5.2% | +40.6% | -45.7% | -29.2% |
| 1Y | +2.8% | +49.2% | -46.4% | -26.9% |
| 3Y | +63.4% | +167.2% | -103.8% | -30.3% |
| 5Y | -2.6% | +94.9% | -97.5% | -46.3% |
| All | +181.6% | +259.9% | -78.3% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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