+78.3%
APO vs ALLY
-10.9%
+89.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.9% |
| 7D | +3.5% | -2.1% | +5.6% | +4.7% |
| 30D | +4.4% | +2.0% | +2.4% | +3.4% |
| 3M | -12.1% | -13.3% | +1.2% | -5.1% |
| 6M | -7.2% | -9.9% | +2.6% | -2.2% |
| YTD | -15.1% | -13.5% | -1.6% | -8.6% |
| 1Y | -7.7% | -2.8% | -4.8% | -6.4% |
| 3Y | +49.6% | +63.4% | -13.8% | +15.5% |
| 5Y | +78.3% | -10.9% | +89.1% | +84.0% |
| All | +78.3% | -10.9% | +89.2% | +84.0% |
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 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