+538.1%
NEM vs ALLY
+98.1%
+440.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.2% |
| 7D | +13.4% | +0.9% | +12.5% | +13.3% |
| 30D | +6.5% | +3.1% | +3.4% | +6.1% |
| 3M | +14.9% | -12.6% | +27.5% | +16.7% |
| 6M | +5.5% | -12.4% | +17.9% | +7.1% |
| YTD | +21.9% | -13.2% | +35.0% | +23.7% |
| 1Y | +47.9% | +1.8% | +46.1% | +47.5% |
| 3Y | +238.2% | +58.0% | +180.2% | +218.0% |
| 5Y | +146.2% | -8.4% | +154.6% | +138.8% |
| 10Y | +309.3% | +195.3% | +114.1% | +232.2% |
| All | +538.1% | +98.1% | +440.0% | +435.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling