+596.1%
APO vs ALLY
+98.1%
+498.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.4% |
| 7D | +0.8% | +0.9% | -0.1% | +0.5% |
| 30D | +1.0% | +3.1% | -2.0% | -0.4% |
| 3M | -8.4% | -12.6% | +4.2% | -1.9% |
| 6M | -9.1% | -12.4% | +3.3% | -2.9% |
| YTD | -18.3% | -13.2% | -5.2% | -12.5% |
| 1Y | -8.0% | +1.8% | -9.8% | -9.0% |
| 3Y | +47.1% | +58.0% | -10.9% | +14.8% |
| 5Y | +67.2% | -8.4% | +75.6% | +63.3% |
| 10Y | +871.8% | +195.3% | +676.6% | +376.9% |
| All | +596.1% | +98.1% | +498.0% | +289.0% |
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 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