+320.7%
APD vs ALLY
+101.5%
+219.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.6% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | +10.1% | +4.2% | +6.0% | +8.9% |
| 3M | +4.9% | -12.4% | +17.3% | +8.3% |
| 6M | +2.5% | -8.7% | +11.1% | +4.3% |
| YTD | +27.8% | -11.6% | +39.4% | +30.5% |
| 1Y | +32.9% | +0.2% | +32.7% | +31.0% |
| 3Y | +13.4% | +57.1% | -43.7% | -3.5% |
| 5Y | +12.8% | -6.8% | +19.7% | +6.8% |
| 10Y | +194.6% | +200.4% | -5.8% | +80.5% |
| All | +320.7% | +101.5% | +219.2% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling