-99.2%
NVD vs ALLY
+71.6%
-170.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.3% | +7.2% | +1.7% |
| 7D | -7.7% | +1.0% | -8.7% | -6.8% |
| 30D | -5.8% | -3.3% | -2.5% | -7.3% |
| 3M | -23.2% | +0.5% | -23.7% | -22.0% |
| 6M | -49.7% | +12.6% | -62.3% | -44.4% |
| YTD | -47.7% | -4.7% | -43.0% | -47.7% |
| 1Y | -61.3% | +5.2% | -66.6% | -58.5% |
| 3Y | -99.2% | +66.5% | -165.7% | -98.9% |
| All | -99.2% | +71.6% | -170.8% | -98.9% |
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