-99.2%
NVD vs ALLY
+77.5%
-176.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.2% |
| 7D | -11.1% | +3.7% | -14.8% | -8.9% |
| 30D | -13.3% | -2.3% | -11.0% | -14.1% |
| 3M | -19.8% | +3.8% | -23.7% | -17.0% |
| 6M | -48.8% | +9.7% | -58.5% | -44.3% |
| YTD | -49.7% | -1.4% | -48.2% | -48.6% |
| 1Y | -61.4% | +8.2% | -69.6% | -57.8% |
| 3Y | -99.1% | +66.5% | -165.6% | -98.8% |
| All | -99.2% | +77.5% | -176.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling