+768.0%
NOW vs ALLY
+101.5%
+666.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.3% | -4.6% | -5.5% |
| 7D | -6.7% | -1.1% | -5.5% | -6.3% |
| 30D | -25.8% | +4.2% | -30.0% | -26.9% |
| 3M | -12.7% | -12.4% | -0.3% | -9.2% |
| 6M | +11.2% | -8.7% | +19.9% | +13.6% |
| YTD | -33.2% | -11.6% | -21.5% | -31.3% |
| 1Y | -41.8% | +0.2% | -42.0% | -42.7% |
| 3Y | -15.7% | +57.1% | -72.7% | -30.3% |
| 5Y | -26.0% | -6.8% | -19.2% | -30.2% |
| 10Y | +515.1% | +200.4% | +314.7% | +250.8% |
| All | +768.0% | +101.5% | +666.5% | +529.2% |
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