+41.6%
NYT vs ALLY
-4.7%
+46.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.6% | -3.8% | +3.2% | +0.3% |
| 30D | +4.6% | -4.9% | +9.5% | +5.8% |
| 3M | -9.6% | -2.6% | -7.0% | -9.2% |
| 6M | -14.0% | +15.7% | -29.7% | -17.4% |
| YTD | -2.8% | -5.2% | +2.3% | -2.2% |
| 1Y | +15.6% | +2.8% | +12.8% | +13.7% |
| 3Y | +56.3% | +63.4% | -7.1% | +31.5% |
| All | +41.6% | -4.7% | +46.3% | +32.0% |
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 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