+514.0%
NOW vs ALLY
+174.3%
+339.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.3% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | -27.0% | +5.2% | -32.2% | -28.2% |
| 3M | -19.6% | -13.3% | -6.3% | -16.3% |
| 6M | +17.5% | -6.7% | +24.1% | +19.2% |
| YTD | -33.3% | -12.8% | -20.4% | -31.2% |
| 1Y | -39.8% | +0.7% | -40.5% | -40.7% |
| 3Y | -19.9% | +65.2% | -85.1% | -34.2% |
| 5Y | -26.1% | -10.1% | -15.9% | -29.7% |
| All | +514.0% | +174.3% | +339.7% | +305.1% |
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