+697.0%
APO vs ALLY
+124.8%
+572.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -1.0% | +3.7% | -4.7% | -2.8% |
| 30D | +3.5% | -2.3% | +5.7% | +4.7% |
| 3M | +4.5% | +3.8% | +0.7% | +2.4% |
| 6M | +22.8% | +9.7% | +13.1% | +16.7% |
| YTD | -6.5% | -1.4% | -5.1% | -6.1% |
| 1Y | +0.8% | +8.2% | -7.4% | -3.4% |
| 3Y | +62.0% | +66.5% | -4.5% | +22.3% |
| 5Y | +138.2% | +1.2% | +137.0% | +119.7% |
| 10Y | +940.3% | +191.4% | +748.8% | +407.7% |
| All | +697.0% | +124.8% | +572.1% | +317.5% |
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 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