+245.4%
EQX vs ALLY
+140.0%
+105.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.3% | +2.0% | -0.8% |
| 7D | +3.8% | +1.0% | +2.7% | +3.6% |
| 30D | +9.4% | -3.3% | +12.7% | +9.9% |
| 3M | +16.8% | +0.5% | +16.4% | +16.8% |
| 6M | -23.7% | +12.6% | -36.3% | -24.8% |
| YTD | -9.6% | -4.7% | -4.9% | -9.1% |
| 1Y | +29.1% | +5.2% | +23.9% | +27.9% |
| 3Y | +175.3% | +66.5% | +108.8% | +152.1% |
| 5Y | +77.3% | +0.2% | +77.0% | +66.7% |
| All | +245.4% | +140.0% | +105.4% | +244.7% |
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 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