+930.0%
APH vs ALLY
+174.3%
+755.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.6% | -2.0% |
| 7D | +4.9% | +0.4% | +4.5% | +4.7% |
| 30D | -5.4% | +5.2% | -10.6% | -7.3% |
| 3M | -5.5% | -13.3% | +7.8% | -1.0% |
| 6M | +25.9% | -6.7% | +32.6% | +28.3% |
| YTD | +16.4% | -12.8% | +29.2% | +20.8% |
| 1Y | +16.5% | +0.7% | +15.8% | +15.0% |
| 3Y | +270.9% | +65.2% | +205.6% | +201.0% |
| 5Y | +289.5% | -10.1% | +299.6% | +274.7% |
| All | +930.0% | +174.3% | +755.7% | +566.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling