-26.3%
APA vs ALLY
+98.1%
-124.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.7% |
| 7D | -15.5% | +0.9% | -16.4% | -16.3% |
| 30D | +2.4% | +3.1% | -0.7% | -0.1% |
| 3M | +22.8% | -12.6% | +35.4% | +32.0% |
| 6M | +17.9% | -12.4% | +30.4% | +24.0% |
| YTD | +87.7% | -13.2% | +100.8% | +93.3% |
| 1Y | +94.2% | +1.8% | +92.4% | +79.1% |
| 3Y | +27.2% | +58.0% | -30.8% | -16.8% |
| 5Y | +74.1% | -8.4% | +82.6% | +52.1% |
| 10Y | +2.6% | +195.3% | -192.6% | -57.3% |
| All | -26.3% | +98.1% | -124.4% | -65.8% |
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