+53.6%
NOK vs ALLY
+98.1%
-44.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.1% |
| 7D | -10.5% | +0.9% | -11.4% | -10.8% |
| 30D | -27.9% | +3.1% | -31.0% | -28.5% |
| 3M | -18.8% | -12.6% | -6.2% | -15.9% |
| 6M | -41.9% | -12.4% | -29.5% | -40.1% |
| YTD | +18.4% | -13.2% | +31.5% | +21.8% |
| 1Y | +10.9% | +1.8% | +9.0% | +9.0% |
| 3Y | +137.9% | +58.0% | +79.9% | +100.9% |
| 5Y | +47.8% | -8.4% | +56.2% | +40.8% |
| 10Y | +116.4% | +195.3% | -78.9% | +33.7% |
| All | +53.6% | +98.1% | -44.4% | +2.5% |
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 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