+49.8%
NTR vs ALLY
-1.1%
+50.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | +0.5% | -1.9% | +2.5% | +1.0% |
| 30D | +21.7% | -4.5% | +26.2% | +22.9% |
| 3M | +22.8% | -2.8% | +25.6% | +23.2% |
| 6M | +8.2% | +10.3% | -2.1% | +4.5% |
| YTD | +32.9% | -5.7% | +38.6% | +33.3% |
| 1Y | +45.3% | +3.9% | +41.4% | +41.5% |
| 3Y | +41.7% | +64.7% | -23.0% | +16.6% |
| 5Y | +49.8% | -2.6% | +52.4% | +33.3% |
| All | +49.8% | -1.1% | +50.9% | +33.3% |
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