-25.7%
NOW vs ALLY
-6.7%
-19.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.4% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -27.0% | +3.4% | -30.5% | -28.2% |
| 3M | -17.7% | -11.1% | -6.7% | -14.3% |
| 6M | +12.7% | -11.5% | +24.2% | +17.0% |
| YTD | -32.9% | -12.3% | -20.6% | -30.5% |
| 1Y | -40.4% | +1.1% | -41.5% | -41.8% |
| 3Y | -17.1% | +64.8% | -81.9% | -37.3% |
| 5Y | -25.7% | -6.9% | -18.8% | -28.5% |
| All | -25.7% | -6.7% | -19.0% | -28.5% |
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 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