+6.1%
APA vs ALLY
+174.3%
-168.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.1% |
| 7D | +8.5% | +0.4% | +8.2% | +8.3% |
| 30D | +2.8% | +5.2% | -2.5% | -1.1% |
| 3M | +21.7% | -13.3% | +35.0% | +31.6% |
| 6M | +32.6% | -6.7% | +39.3% | +34.1% |
| YTD | +103.7% | -12.8% | +116.5% | +109.3% |
| 1Y | +101.8% | +0.7% | +101.1% | +87.4% |
| 3Y | +48.1% | +65.2% | -17.2% | -7.5% |
| 5Y | +91.9% | -10.1% | +102.0% | +70.4% |
| All | +6.1% | +174.3% | -168.2% | -51.4% |
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