+316.8%
APP vs ALLY
-1.4%
+318.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.8% | +6.9% | +8.5% |
| 7D | +4.5% | +2.4% | +2.1% | +3.3% |
| 30D | -3.6% | +5.6% | -9.2% | -6.5% |
| 3M | -35.3% | -11.7% | -23.5% | -30.2% |
| 6M | -42.8% | -7.0% | -35.7% | -40.3% |
| YTD | -59.7% | -10.4% | -49.2% | -57.1% |
| 1Y | -55.4% | +2.4% | -57.7% | -56.1% |
| 3Y | +592.0% | +59.2% | +532.8% | +396.3% |
| 5Y | +175.7% | -5.0% | +180.8% | +146.5% |
| All | +316.8% | -1.4% | +318.2% | +258.7% |
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