+192.8%
APD vs ALLY
+172.1%
+20.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +2.2% | -2.1% | +4.3% | +2.7% |
| 30D | +9.4% | +2.0% | +7.4% | +8.8% |
| 3M | +4.7% | -13.3% | +18.0% | +8.3% |
| 6M | +5.5% | -9.9% | +15.3% | +7.7% |
| YTD | +31.4% | -13.5% | +44.9% | +34.8% |
| 1Y | +24.1% | -2.8% | +26.9% | +23.5% |
| 3Y | +28.8% | +63.4% | -34.7% | +8.9% |
| 5Y | +15.8% | -10.9% | +26.6% | +11.3% |
| All | +192.8% | +172.1% | +20.7% | +101.9% |
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