+97.0%
NI vs ALLY
+1.6%
+95.4%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | +2.0% | +3.7% | -1.7% | +1.5% |
| 30D | -3.5% | -2.3% | -1.3% | -3.3% |
| 3M | -9.1% | +3.8% | -13.0% | -9.7% |
| 6M | -11.8% | +9.7% | -21.6% | -13.2% |
| YTD | +1.1% | -1.4% | +2.5% | +0.9% |
| 1Y | +6.7% | +8.2% | -1.5% | +4.9% |
| 3Y | +71.1% | +66.5% | +4.6% | +54.1% |
| All | +97.0% | +1.6% | +95.4% | +83.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling