+160.3%
EQT vs ALLY
-10.0%
+170.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | +6.9% | +0.4% | +6.5% | +6.8% |
| 30D | +0.4% | +5.2% | -4.8% | -1.2% |
| 3M | -2.0% | -13.3% | +11.3% | +1.8% |
| 6M | -5.0% | -6.7% | +1.7% | -3.9% |
| YTD | -0.3% | -12.8% | +12.5% | +2.3% |
| 1Y | -11.3% | +0.7% | -12.0% | -13.5% |
| 3Y | +38.3% | +65.2% | -26.9% | +8.9% |
| All | +160.3% | -10.0% | +170.3% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling