+22.3%
EQT vs ALLY
+117.4%
-95.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.0% |
| 7D | -0.8% | +1.0% | -1.9% | -1.2% |
| 30D | +6.6% | -3.3% | +9.9% | +7.7% |
| 3M | +4.4% | +0.5% | +3.9% | +3.7% |
| 6M | -10.5% | +12.6% | -23.1% | -15.1% |
| YTD | +3.7% | -4.7% | +8.4% | +3.7% |
| 1Y | +9.9% | +5.2% | +4.6% | +5.6% |
| 3Y | +35.4% | +66.5% | -31.1% | +6.7% |
| 5Y | +189.2% | +0.2% | +188.9% | +162.0% |
| 10Y | +50.7% | +180.8% | -130.1% | -13.0% |
| All | +22.3% | +117.4% | -95.1% | -27.3% |
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