+261.6%
APP vs ALLY
-7.4%
+269.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -1.3% | +32.4% | +31.9% |
| 7D | +39.7% | -1.1% | +40.8% | +40.7% |
| 30D | +27.7% | +4.2% | +23.6% | +24.4% |
| 3M | -14.8% | -12.4% | -2.4% | -7.3% |
| 6M | -25.5% | -8.7% | -16.8% | -21.3% |
| YTD | -47.2% | -11.6% | -35.5% | -43.2% |
| 1Y | -42.3% | +0.2% | -42.5% | -42.8% |
| 3Y | +806.8% | +57.1% | +749.7% | +523.3% |
| 5Y | +261.6% | -6.8% | +268.5% | +254.5% |
| All | +261.6% | -7.4% | +269.1% | +254.5% |
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 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