-7.8%
NVTS vs ALLY
-5.3%
-2.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.1% |
| 7D | +2.7% | +3.7% | -1.0% | -0.2% |
| 30D | -4.5% | -2.3% | -2.2% | -2.8% |
| 3M | -61.5% | +3.8% | -65.4% | -62.6% |
| 6M | +28.0% | +9.7% | +18.3% | +17.1% |
| YTD | +65.3% | -1.4% | +66.7% | +64.8% |
| 1Y | +113.0% | +8.2% | +104.8% | +96.8% |
| 3Y | +34.7% | +66.5% | -31.8% | -13.7% |
| All | -7.8% | -5.3% | -2.5% | -1.0% |
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