-48.8%
NVD vs ALLY
+10.4%
-59.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.2% |
| 7D | -11.1% | +3.7% | -14.8% | -8.8% |
| 30D | -13.3% | -2.3% | -11.0% | -13.8% |
| 3M | -19.8% | +3.8% | -23.7% | -16.6% |
| 6M | -48.8% | +9.7% | -58.5% | -42.7% |
| All | -48.8% | +10.4% | -59.2% | -42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling