+291.3%
NEM vs ALLY
+178.4%
+112.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.4% |
| 7D | +3.9% | +1.0% | +2.8% | +3.7% |
| 30D | +12.7% | -3.3% | +16.0% | +13.1% |
| 3M | +28.7% | +0.5% | +28.2% | +28.6% |
| 6M | +9.8% | +12.6% | -2.8% | +8.2% |
| YTD | +28.1% | -4.7% | +32.8% | +28.5% |
| 1Y | +69.3% | +5.2% | +64.1% | +67.9% |
| 3Y | +247.7% | +66.5% | +181.2% | +224.3% |
| 5Y | +153.4% | +0.2% | +153.1% | +142.3% |
| 10Y | +291.3% | +180.8% | +110.5% | +259.1% |
| All | +291.3% | +178.4% | +112.9% | +259.1% |
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