+414.4%
NYT vs ALLY
+115.1%
+299.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.7% |
| 7D | -1.6% | -1.9% | +0.3% | -1.1% |
| 30D | +2.8% | -4.5% | +7.3% | +3.9% |
| 3M | -9.2% | -2.8% | -6.4% | -8.7% |
| 6M | -17.1% | +10.3% | -27.4% | -19.6% |
| YTD | -3.2% | -5.7% | +2.4% | -2.5% |
| 1Y | +15.7% | +3.9% | +11.8% | +13.3% |
| 3Y | +55.7% | +64.7% | -9.0% | +30.4% |
| 5Y | +39.4% | -2.6% | +42.0% | +30.2% |
| 10Y | +485.6% | +186.0% | +299.6% | +259.2% |
| All | +414.4% | +115.1% | +299.3% | +224.9% |
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