+12.8%
APD vs ALLY
-7.4%
+20.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | +10.1% | +4.2% | +6.0% | +9.2% |
| 3M | +4.9% | -12.4% | +17.3% | +7.6% |
| 6M | +2.5% | -8.7% | +11.1% | +3.9% |
| YTD | +27.8% | -11.6% | +39.4% | +30.0% |
| 1Y | +32.9% | +0.2% | +32.7% | +31.3% |
| 3Y | +13.4% | +57.1% | -43.7% | -0.7% |
| 5Y | +12.8% | -6.8% | +19.7% | +11.3% |
| All | +12.8% | -7.4% | +20.3% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling