+715.3%
APH vs ALLY
+124.8%
+590.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | +3.6% | -51.4% | -49.0% |
| 7D | -48.7% | +2.3% | -51.0% | -49.7% |
| 30D | -51.9% | -2.3% | -49.7% | -52.1% |
| 3M | -43.6% | +3.8% | -47.4% | -45.0% |
| 6M | -37.5% | +9.7% | -47.2% | -40.4% |
| YTD | -38.6% | -1.4% | -37.2% | -39.4% |
| 1Y | -26.3% | +8.2% | -34.6% | -29.8% |
| 3Y | +89.2% | +66.5% | +22.7% | +51.8% |
| 5Y | +119.8% | +1.2% | +118.6% | +100.6% |
| 10Y | +454.3% | +191.4% | +262.8% | +226.1% |
| All | +715.3% | +124.8% | +590.5% | +407.7% |
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 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