-98.7%
NVD vs ALLY
+61.3%
-160.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.9% | +7.8% | +9.3% |
| 7D | +23.8% | -0.2% | +24.0% | +23.4% |
| 30D | +57.0% | +3.4% | +53.5% | +60.5% |
| 3M | +41.6% | -11.1% | +52.6% | +31.0% |
| 6M | +17.6% | -11.5% | +29.1% | +9.4% |
| YTD | -21.4% | -12.3% | -9.1% | -26.0% |
| 1Y | -23.3% | +1.1% | -24.4% | -19.5% |
| 3Y | -98.7% | +64.8% | -163.5% | -98.2% |
| All | -98.7% | +61.3% | -160.0% | -98.2% |
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 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