+883.4%
APH vs ALLY
+189.4%
+694.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.7% | +5.8% | +4.7% |
| 7D | -5.9% | +0.9% | -6.9% | -6.4% |
| 30D | -14.8% | +3.1% | -17.9% | -15.9% |
| 3M | -12.4% | -12.6% | +0.1% | -8.6% |
| 6M | +8.1% | -12.4% | +20.5% | +12.5% |
| YTD | +10.9% | -13.2% | +24.1% | +15.3% |
| 1Y | +8.8% | +1.8% | +6.9% | +7.0% |
| 3Y | +262.1% | +58.0% | +204.1% | +198.7% |
| 5Y | +283.1% | -8.4% | +291.6% | +266.1% |
| All | +883.4% | +189.4% | +694.0% | +559.7% |
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