+92.6%
NTR vs ALLY
+91.6%
+1.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +8.1% | +3.7% | +4.4% | +6.9% |
| 30D | +18.8% | -2.3% | +21.0% | +19.5% |
| 3M | +16.2% | +3.8% | +12.4% | +14.4% |
| 6M | +9.8% | +9.7% | 0.0% | +5.1% |
| YTD | +30.9% | -1.4% | +32.3% | +29.4% |
| 1Y | +41.8% | +8.2% | +33.5% | +35.2% |
| 3Y | +35.8% | +66.5% | -30.7% | +7.0% |
| 5Y | +51.0% | +1.2% | +49.8% | +35.7% |
| All | +92.6% | +91.6% | +1.0% | +21.7% |
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