+6.8%
APA vs ALLY
+191.1%
-184.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.5% | -3.4% |
| 7D | +0.5% | +3.7% | -3.1% | -1.8% |
| 30D | +23.4% | -2.3% | +25.7% | +24.7% |
| 3M | +12.7% | +3.8% | +8.9% | +8.1% |
| 6M | +39.4% | +9.7% | +29.7% | +25.6% |
| YTD | +79.0% | -1.4% | +80.4% | +71.7% |
| 1Y | +88.8% | +8.2% | +80.6% | +67.7% |
| 3Y | +6.4% | +66.5% | -60.1% | -33.2% |
| 5Y | +153.0% | +1.2% | +151.8% | +110.2% |
| All | +6.8% | +191.1% | -184.4% | -53.2% |
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