-98.8%
NVD vs ALLY
+57.8%
-156.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +60.3% |
| 3M | +41.6% | -11.1% | +52.6% | +31.8% |
| 6M | +17.6% | -11.5% | +29.1% | +10.0% |
| YTD | -21.4% | -12.3% | -9.1% | -25.6% |
| 1Y | -23.3% | +1.1% | -24.4% | -19.8% |
| 3Y | -98.7% | +64.8% | -163.5% | -98.3% |
| All | -98.8% | +57.8% | -156.6% | -98.4% |
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