+55.6%
NYT vs ALLY
+64.5%
-8.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.2% |
| 7D | -0.7% | -3.3% | +2.5% | -0.2% |
| 30D | +4.5% | -4.1% | +8.5% | +5.2% |
| 3M | -8.5% | +1.4% | -9.9% | -8.9% |
| 6M | -15.1% | +14.4% | -29.4% | -17.3% |
| YTD | -3.3% | -4.9% | +1.6% | -2.8% |
| 1Y | +17.0% | +5.5% | +11.5% | +15.1% |
| All | +55.6% | +64.5% | -8.9% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling