+24.1%
APD vs ALLY
-0.9%
+25.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.2% | -2.1% | +4.3% | +2.3% |
| 30D | +9.4% | +2.0% | +7.4% | +9.3% |
| 3M | +4.7% | -13.3% | +18.0% | +5.3% |
| 6M | +5.5% | -9.9% | +15.3% | +5.6% |
| YTD | +31.4% | -13.5% | +44.9% | +34.5% |
| 1Y | +24.1% | -2.8% | +26.9% | +19.4% |
| All | +24.1% | -0.9% | +25.0% | +19.4% |
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