+187.8%
APD vs ALLY
+201.0%
-13.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.8% |
| 7D | -1.6% | -0.2% | -1.4% | -1.5% |
| 30D | +10.6% | +3.4% | +7.2% | +9.6% |
| 3M | +2.5% | -11.1% | +13.6% | +5.4% |
| 6M | +6.0% | -11.5% | +17.4% | +8.6% |
| YTD | +28.4% | -12.3% | +40.8% | +31.3% |
| 1Y | +22.2% | +1.1% | +21.0% | +20.3% |
| 3Y | +26.6% | +64.8% | -38.2% | +6.9% |
| 5Y | +11.8% | -6.9% | +18.6% | +6.2% |
| 10Y | +187.8% | +194.9% | -7.2% | +96.9% |
| All | +187.8% | +201.0% | -13.2% | +96.9% |
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