+685.6%
EQIX vs ALLY
+95.5%
+590.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | 0.0% |
| 7D | +3.5% | -0.7% | +4.2% | +3.7% |
| 30D | +2.3% | +1.1% | +1.2% | +2.1% |
| 3M | +1.1% | -13.2% | +14.3% | +3.7% |
| 6M | -1.1% | -13.5% | +12.4% | +1.3% |
| YTD | +39.1% | -14.3% | +53.4% | +42.3% |
| 1Y | +29.5% | -1.1% | +30.7% | +28.8% |
| 3Y | +45.8% | +62.0% | -16.2% | +29.4% |
| 5Y | +48.4% | -9.6% | +58.1% | +42.4% |
| 10Y | +285.1% | +176.0% | +109.1% | +169.7% |
| All | +685.6% | +95.5% | +590.1% | +487.9% |
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