+253.0%
NEM vs ALLY
+63.1%
+189.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.3% | +3.7% | -3.4% | -0.4% |
| 30D | +23.1% | -2.3% | +25.3% | +23.6% |
| 3M | +18.5% | +3.8% | +14.7% | +17.6% |
| 6M | +7.8% | +9.7% | -1.9% | +5.8% |
| YTD | +29.1% | -1.4% | +30.5% | +28.9% |
| 1Y | +72.7% | +8.2% | +64.4% | +69.3% |
| All | +253.0% | +63.1% | +189.9% | +193.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling