-2.4%
ALLY vs NTRS
+88.8%
-91.1%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | -0.2% |
| 7D | -3.3% | +0.3% | -3.6% | -3.5% |
| 30D | -4.1% | +0.2% | -4.2% | -4.2% |
| 3M | +1.4% | +13.2% | -11.8% | -8.4% |
| 6M | +14.4% | +36.9% | -22.6% | -11.9% |
| YTD | -4.9% | +39.1% | -44.0% | -28.1% |
| 1Y | +5.5% | +50.4% | -44.9% | -25.1% |
| 3Y | +66.0% | +166.8% | -100.7% | -29.4% |
| 5Y | -2.4% | +92.9% | -95.2% | -44.9% |
| All | -2.4% | +88.8% | -91.1% | -44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling