-26.0%
NOW vs ALLY
-7.4%
-18.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.4% |
| 7D | -6.7% | -1.1% | -5.5% | -6.3% |
| 30D | -25.8% | +4.2% | -30.0% | -27.2% |
| 3M | -12.7% | -12.4% | -0.3% | -8.6% |
| 6M | +11.2% | -8.7% | +19.9% | +14.0% |
| YTD | -33.2% | -11.6% | -21.5% | -31.0% |
| 1Y | -41.8% | +0.2% | -42.0% | -42.9% |
| 3Y | -15.7% | +57.1% | -72.7% | -34.8% |
| 5Y | -26.0% | -6.8% | -19.2% | -29.4% |
| All | -26.0% | -7.4% | -18.6% | -29.4% |
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