+268.0%
APH vs ALLY
-7.4%
+275.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.3% | -8.0% | -8.9% |
| 7D | -12.7% | -1.1% | -11.6% | -12.5% |
| 30D | -19.2% | +4.2% | -23.3% | -20.4% |
| 3M | -16.7% | -12.4% | -4.3% | -13.2% |
| 6M | +5.1% | -8.7% | +13.8% | +7.9% |
| YTD | +6.6% | -11.6% | +18.2% | +10.0% |
| 1Y | +3.9% | +0.2% | +3.7% | +2.8% |
| 3Y | +246.0% | +57.1% | +188.9% | +190.2% |
| 5Y | +268.0% | -6.8% | +274.8% | +265.5% |
| All | +268.0% | -7.4% | +275.4% | +265.5% |
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