+238.8%
EQX vs ALLY
+138.8%
+100.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.7% |
| 7D | -3.2% | -3.8% | +0.6% | -2.7% |
| 30D | +7.8% | -4.9% | +12.7% | +8.5% |
| 3M | +21.3% | -2.6% | +23.9% | +21.8% |
| 6M | -22.4% | +15.7% | -38.2% | -23.9% |
| YTD | -11.3% | -5.2% | -6.2% | -10.8% |
| 1Y | +13.5% | +2.8% | +10.7% | +12.7% |
| 3Y | +162.1% | +63.4% | +98.7% | +140.6% |
| 5Y | +84.2% | -2.6% | +86.8% | +73.6% |
| All | +238.8% | +138.8% | +100.0% | +238.3% |
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 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