+576.0%
NEM vs ALLY
+124.8%
+451.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.3% | +3.7% | -3.4% | -0.1% |
| 30D | +23.1% | -2.3% | +25.3% | +23.4% |
| 3M | +18.5% | +3.8% | +14.7% | +18.0% |
| 6M | +7.8% | +9.7% | -1.9% | +6.6% |
| YTD | +29.1% | -1.4% | +30.5% | +29.1% |
| 1Y | +72.7% | +8.2% | +64.4% | +70.6% |
| 3Y | +248.7% | +66.5% | +182.3% | +225.2% |
| 5Y | +148.7% | +1.2% | +147.5% | +138.0% |
| 10Y | +304.8% | +191.4% | +113.3% | +229.2% |
| All | +576.0% | +124.8% | +451.1% | +458.4% |
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