+111.3%
NI vs ALLY
-6.7%
+118.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +1.9% |
| 7D | +0.4% | -0.2% | +0.7% | +0.5% |
| 30D | +11.3% | +3.4% | +7.8% | +10.8% |
| 3M | +6.5% | -11.1% | +17.5% | +8.1% |
| 6M | -2.3% | -11.5% | +9.2% | -0.8% |
| YTD | +10.8% | -12.3% | +23.1% | +12.3% |
| 1Y | +6.2% | +1.1% | +5.1% | +5.4% |
| 3Y | +98.7% | +64.8% | +33.9% | +78.6% |
| 5Y | +111.3% | -6.9% | +118.2% | +102.3% |
| All | +111.3% | -6.7% | +118.0% | +102.3% |
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