+192.3%
NI vs ALLY
+182.4%
+9.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.3% |
| 7D | +0.6% | -2.8% | +3.3% | +1.1% |
| 30D | +11.2% | +1.9% | +9.3% | +10.8% |
| 3M | +9.2% | -12.1% | +21.3% | +11.7% |
| 6M | -1.8% | -9.0% | +7.2% | -0.4% |
| YTD | +12.0% | -12.9% | +24.9% | +14.2% |
| 1Y | +6.4% | -0.1% | +6.5% | +5.6% |
| 3Y | +99.4% | +64.6% | +34.8% | +73.8% |
| 5Y | +113.1% | -10.1% | +123.2% | +104.7% |
| 10Y | +192.3% | +176.7% | +15.6% | +109.2% |
| All | +192.3% | +182.4% | +9.9% | +109.2% |
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