+182.3%
APD vs ALLY
+189.4%
-7.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.1% |
| 7D | -3.7% | +0.9% | -4.6% | -3.9% |
| 30D | +9.6% | +3.1% | +6.5% | +8.7% |
| 3M | +1.6% | -12.6% | +14.2% | +4.9% |
| 6M | +2.2% | -12.4% | +14.6% | +5.0% |
| YTD | +25.9% | -13.2% | +39.0% | +29.0% |
| 1Y | +20.1% | +1.8% | +18.3% | +18.1% |
| 3Y | +12.4% | +58.0% | -45.6% | -4.0% |
| 5Y | +11.1% | -8.4% | +19.6% | +6.0% |
| All | +182.3% | +189.4% | -7.1% | +93.7% |
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