+62.3%
NUE vs ALLY
+69.8%
-7.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -0.5% |
| 7D | +1.8% | +1.0% | +0.8% | +1.4% |
| 30D | -6.0% | -3.3% | -2.7% | -4.8% |
| 3M | +1.4% | +0.5% | +1.0% | +1.0% |
| 6M | +52.8% | +12.6% | +40.2% | +44.9% |
| YTD | +58.1% | -4.7% | +62.8% | +59.7% |
| 1Y | +80.4% | +5.2% | +75.2% | +74.0% |
| 3Y | +62.3% | +66.5% | -4.2% | +37.5% |
| All | +62.3% | +69.8% | -7.5% | +37.5% |
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