+332.4%
NEM vs ALLY
+201.0%
+131.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.4% |
| 7D | +14.7% | -0.2% | +14.9% | +14.8% |
| 30D | +6.2% | +3.4% | +2.8% | +5.8% |
| 3M | +11.0% | -11.1% | +22.1% | +12.5% |
| 6M | +7.9% | -11.5% | +19.4% | +9.4% |
| YTD | +26.2% | -12.3% | +38.5% | +27.9% |
| 1Y | +51.5% | +1.1% | +50.4% | +51.2% |
| 3Y | +290.6% | +64.8% | +225.8% | +266.1% |
| 5Y | +153.1% | -6.9% | +159.9% | +144.5% |
| 10Y | +332.4% | +194.9% | +137.5% | +338.5% |
| All | +332.4% | +201.0% | +131.4% | +338.5% |
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