+41.8%
NTR vs ALLY
+64.9%
-23.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.0% |
| 7D | +3.8% | +1.0% | +2.8% | +3.7% |
| 30D | +25.2% | -3.3% | +28.5% | +25.8% |
| 3M | +21.0% | +0.5% | +20.5% | +20.5% |
| 6M | +7.6% | +12.6% | -5.0% | +4.2% |
| YTD | +32.9% | -4.7% | +37.5% | +33.2% |
| 1Y | +43.1% | +5.2% | +37.8% | +39.7% |
| All | +41.8% | +64.9% | -23.1% | +18.8% |
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