+27.2%
APA vs ALLY
+54.4%
-27.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.2% |
| 7D | -15.5% | +0.9% | -16.4% | -15.9% |
| 30D | +2.4% | +3.1% | -0.7% | +1.1% |
| 3M | +22.8% | -12.6% | +35.4% | +27.6% |
| 6M | +17.9% | -12.4% | +30.4% | +21.3% |
| YTD | +87.7% | -13.2% | +100.8% | +91.6% |
| 1Y | +94.2% | +1.8% | +92.4% | +81.4% |
| 3Y | +27.2% | +58.0% | -30.8% | -3.2% |
| All | +27.2% | +54.4% | -27.2% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling