+181.7%
EQX vs ALLY
+119.5%
+62.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -10.5% | +0.4% | -10.9% | -10.5% |
| 30D | +0.2% | +5.2% | -5.0% | -0.5% |
| 3M | -7.9% | -13.3% | +5.4% | -5.9% |
| 6M | -28.6% | -6.7% | -22.0% | -27.8% |
| YTD | -26.3% | -12.8% | -13.4% | -24.8% |
| 1Y | -20.2% | +0.7% | -20.9% | -20.2% |
| 3Y | +131.1% | +65.2% | +65.9% | +112.3% |
| 5Y | +21.7% | -10.1% | +31.8% | +16.2% |
| All | +181.7% | +119.5% | +62.3% | +185.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling