-16.0%
NOW vs ALLY
+57.0%
-73.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.6% |
| 7D | -6.7% | -1.1% | -5.5% | -6.4% |
| 30D | -25.8% | +4.2% | -30.0% | -26.8% |
| 3M | -12.7% | -12.4% | -0.3% | -9.7% |
| 6M | +11.2% | -8.7% | +19.9% | +13.3% |
| YTD | -33.2% | -11.6% | -21.5% | -31.4% |
| 1Y | -41.8% | +0.2% | -42.0% | -42.6% |
| All | -16.0% | +57.0% | -73.0% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling