+136.1%
NI vs ALLY
+178.4%
-42.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.8% |
| 7D | +2.3% | +1.0% | +1.3% | +2.1% |
| 30D | -1.7% | -3.3% | +1.6% | -1.1% |
| 3M | -8.0% | +0.5% | -8.5% | -8.2% |
| 6M | -8.6% | +12.6% | -21.2% | -11.0% |
| YTD | +2.3% | -4.7% | +7.0% | +2.7% |
| 1Y | +6.9% | +5.2% | +1.7% | +4.9% |
| 3Y | +70.6% | +66.5% | +4.1% | +48.7% |
| 5Y | +96.4% | +0.2% | +96.1% | +84.3% |
| 10Y | +136.1% | +180.8% | -44.6% | +73.4% |
| All | +136.1% | +178.4% | -42.3% | +73.4% |
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 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