+4.5%
APA vs ALLY
+182.4%
-177.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +2.0% | +2.6% |
| 7D | +5.1% | -2.8% | +7.8% | +6.8% |
| 30D | +0.3% | +1.9% | -1.6% | -1.5% |
| 3M | +15.6% | -12.1% | +27.8% | +24.0% |
| 6M | +28.9% | -9.0% | +37.9% | +32.4% |
| YTD | +96.6% | -12.9% | +109.5% | +102.1% |
| 1Y | +95.5% | -0.1% | +95.6% | +82.2% |
| 3Y | +41.8% | +64.6% | -22.8% | -11.2% |
| 5Y | +85.4% | -10.1% | +95.5% | +64.5% |
| 10Y | +4.5% | +176.7% | -172.1% | -53.3% |
| All | +4.5% | +182.4% | -177.8% | -53.3% |
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