+309.5%
APD vs ALLY
+124.8%
+184.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.2% | +3.7% | -5.9% | -3.1% |
| 30D | +2.1% | -2.3% | +4.4% | +2.7% |
| 3M | +7.2% | +3.8% | +3.3% | +5.9% |
| 6M | +11.2% | +9.7% | +1.5% | +7.8% |
| YTD | +24.4% | -1.4% | +25.8% | +23.7% |
| 1Y | +6.7% | +8.2% | -1.6% | +3.2% |
| 3Y | +9.2% | +66.5% | -57.2% | -8.4% |
| 5Y | +27.4% | +1.2% | +26.2% | +18.0% |
| 10Y | +164.8% | +191.4% | -26.6% | +65.2% |
| All | +309.5% | +124.8% | +184.7% | +166.2% |
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