+292.6%
APP vs ALLY
-9.5%
+302.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -1.7% | +11.6% | +10.9% |
| 7D | +71.2% | +0.9% | +70.3% | +69.7% |
| 30D | +39.1% | +3.1% | +36.0% | +36.2% |
| 3M | +16.5% | -12.6% | +29.1% | +26.4% |
| 6M | -16.6% | -12.4% | -4.1% | -9.5% |
| YTD | -41.9% | -13.2% | -28.8% | -36.9% |
| 1Y | -37.0% | +1.8% | -38.9% | -38.2% |
| 3Y | +892.4% | +58.0% | +834.5% | +577.8% |
| All | +292.6% | -9.5% | +302.1% | +291.1% |
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