+500.0%
APP vs ALLY
-4.3%
+504.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +10.8% |
| 7D | +71.2% | +0.9% | +70.3% | +69.8% |
| 30D | +39.1% | +3.1% | +36.0% | +36.5% |
| 3M | +16.5% | -12.6% | +29.1% | +25.7% |
| 6M | -16.6% | -12.4% | -4.1% | -10.1% |
| YTD | -41.9% | -13.2% | -28.8% | -37.3% |
| 1Y | -37.0% | +1.8% | -38.9% | -38.0% |
| 3Y | +892.4% | +58.0% | +834.5% | +612.4% |
| 5Y | +297.3% | -8.4% | +305.7% | +260.3% |
| All | +500.0% | -4.3% | +504.4% | +424.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling