+1.6%
NTR vs ALLY
-8.7%
+10.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | +0.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | +2.0% | +5.2% | -3.3% | +2.7% |
| 3M | +6.4% | -13.3% | +19.7% | +3.3% |
| 6M | +1.6% | -6.7% | +8.3% | -1.2% |
| All | +1.6% | -8.7% | +10.3% | -1.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling