+109.4%
AAPL vs ALLE
+13.7%
+95.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +3.0% | -6.8% | +9.8% | +5.6% |
| 3M | +2.9% | +21.0% | -18.1% | -5.0% |
| 6M | +22.1% | +1.1% | +21.0% | +20.8% |
| YTD | +18.0% | -0.5% | +18.6% | +16.6% |
| 1Y | +33.9% | -7.3% | +41.2% | +36.1% |
| 3Y | +71.2% | +42.3% | +28.9% | +39.1% |
| All | +109.4% | +13.7% | +95.6% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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