+23.5%
APD vs ALLY
-1.0%
+24.6%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | +0.1% |
| 7D | +3.8% | +0.4% | +3.5% | +3.8% |
| 30D | +8.2% | +5.2% | +3.0% | +7.9% |
| 3M | +4.3% | -13.3% | +17.6% | +4.9% |
| 6M | +4.7% | -6.7% | +11.4% | +4.5% |
| YTD | +31.5% | -12.8% | +44.4% | +34.8% |
| 1Y | +23.5% | +0.7% | +22.9% | +16.0% |
| All | +23.5% | -1.0% | +24.6% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling