+489.9%
EAT vs ALLY
+54.4%
+435.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.2% | -2.1% |
| 7D | -2.6% | +0.9% | -3.6% | -3.0% |
| 30D | +11.5% | +3.1% | +8.4% | +10.0% |
| 3M | -9.1% | -12.6% | +3.5% | -3.8% |
| 6M | +40.4% | -12.4% | +52.9% | +47.8% |
| YTD | +43.9% | -13.2% | +57.1% | +51.4% |
| 1Y | +101.9% | +1.8% | +100.1% | +97.1% |
| 3Y | +489.9% | +58.0% | +431.9% | +370.3% |
| All | +489.9% | +54.4% | +435.5% | +370.3% |
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