+250.5%
NEM vs ALLY
+65.3%
+185.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -6.4% | +0.4% | -6.8% | -6.5% |
| 30D | +1.4% | +5.2% | -3.8% | +0.5% |
| 3M | -0.7% | -13.3% | +12.6% | +2.0% |
| 6M | -4.5% | -6.7% | +2.2% | -3.2% |
| YTD | +14.0% | -12.8% | +26.9% | +16.6% |
| 1Y | +27.3% | +0.7% | +26.6% | +27.2% |
| 3Y | +250.5% | +65.2% | +185.3% | +177.8% |
| All | +250.5% | +65.3% | +185.2% | +177.8% |
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