+342.6%
NEM vs ALLY
+182.8%
+159.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -1.9% | -3.9% |
| 7D | +11.6% | -0.7% | +12.3% | +11.8% |
| 30D | +1.8% | +1.1% | +0.7% | +1.7% |
| 3M | +2.5% | -13.2% | +15.7% | +4.3% |
| 6M | +3.4% | -13.5% | +16.9% | +5.2% |
| YTD | +20.9% | -14.3% | +35.2% | +22.9% |
| 1Y | +37.2% | -1.1% | +38.3% | +37.3% |
| 3Y | +271.6% | +62.0% | +209.6% | +248.6% |
| 5Y | +136.6% | -9.6% | +146.3% | +129.4% |
| 10Y | +342.6% | +176.0% | +166.7% | +306.0% |
| All | +342.6% | +182.8% | +159.8% | +306.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling