+116.0%
ALLY vs NTRS
+324.1%
-208.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.6% |
| 7D | +1.0% | +1.7% | -0.7% | -0.2% |
| 30D | -3.3% | +0.1% | -3.4% | -3.5% |
| 3M | +0.5% | +9.8% | -9.4% | -6.9% |
| 6M | +12.6% | +34.7% | -22.1% | -11.7% |
| YTD | -4.7% | +37.4% | -42.1% | -26.8% |
| 1Y | +5.2% | +48.2% | -42.9% | -23.8% |
| 3Y | +66.5% | +163.5% | -97.0% | -25.5% |
| 5Y | +0.2% | +88.2% | -88.0% | -41.7% |
| 10Y | +180.8% | +246.8% | -66.1% | +6.3% |
| All | +116.0% | +324.1% | -208.0% | -24.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling