+349.8%
EAT vs ALLY
+201.0%
+148.8%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.1% |
| 7D | -3.9% | -0.2% | -3.7% | -3.7% |
| 30D | +5.0% | +3.4% | +1.5% | +2.4% |
| 3M | -9.6% | -11.1% | +1.4% | -2.4% |
| 6M | +46.8% | -11.5% | +58.3% | +57.9% |
| YTD | +41.8% | -12.3% | +54.1% | +51.9% |
| 1Y | +98.3% | +1.1% | +97.2% | +91.2% |
| 3Y | +503.1% | +64.8% | +438.3% | +275.1% |
| 5Y | +356.7% | -6.9% | +363.5% | +313.9% |
| 10Y | +349.8% | +194.9% | +154.8% | +65.6% |
| All | +349.8% | +201.0% | +148.8% | +65.6% |
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