+309.3%
EAT vs ALLY
+172.1%
+137.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.1% |
| 7D | -7.1% | -2.1% | -4.9% | -5.6% |
| 30D | -2.3% | +2.0% | -4.3% | -3.7% |
| 3M | -19.6% | -13.3% | -6.3% | -11.6% |
| 6M | +46.0% | -9.9% | +55.9% | +55.3% |
| YTD | +37.7% | -13.5% | +51.2% | +49.0% |
| 1Y | +73.8% | -2.8% | +76.6% | +72.3% |
| 3Y | +482.1% | +63.4% | +418.6% | +264.1% |
| 5Y | +362.5% | -10.9% | +373.3% | +334.7% |
| All | +309.3% | +172.1% | +137.3% | +65.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling