+391.7%
APP vs ALLY
+8.6%
+383.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.0% |
| 7D | +0.9% | +3.7% | -2.8% | -1.3% |
| 30D | -23.3% | -2.3% | -21.0% | -22.2% |
| 3M | -42.6% | +3.8% | -46.5% | -43.8% |
| 6M | -33.6% | +9.7% | -43.3% | -37.4% |
| YTD | -52.4% | -1.4% | -51.0% | -52.2% |
| 1Y | -35.9% | +8.2% | -44.1% | -39.4% |
| 3Y | +642.2% | +66.5% | +575.7% | +416.6% |
| 5Y | +311.1% | +1.2% | +309.9% | +245.1% |
| All | +391.7% | +8.6% | +383.1% | +299.5% |
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