+471.5%
EAT vs ALLY
+124.8%
+346.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.4% |
| 7D | 0.0% | +3.7% | -3.7% | -2.3% |
| 30D | +1.9% | -2.3% | +4.1% | +3.2% |
| 3M | +68.7% | +3.8% | +64.8% | +63.6% |
| 6M | +66.9% | +9.7% | +57.2% | +55.7% |
| YTD | +60.4% | -1.4% | +61.8% | +59.1% |
| 1Y | +44.0% | +8.2% | +35.8% | +33.5% |
| 3Y | +604.7% | +66.5% | +538.2% | +361.5% |
| 5Y | +347.0% | +1.2% | +345.8% | +288.7% |
| 10Y | +390.8% | +191.4% | +199.3% | +114.5% |
| All | +471.5% | +124.8% | +346.6% | +165.3% |
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 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