+1,894.5%
AAPL vs ALLE
+260.9%
+1,633.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.0% |
| 3M | +2.9% | +21.0% | -18.1% | -6.2% |
| 6M | +22.1% | +1.1% | +21.0% | +20.0% |
| YTD | +18.0% | -0.5% | +18.6% | +16.0% |
| 1Y | +33.9% | -7.3% | +41.2% | +35.6% |
| 3Y | +71.2% | +42.3% | +28.9% | +38.5% |
| 5Y | +112.6% | +13.5% | +99.1% | +87.5% |
| 10Y | +1,198.8% | +144.0% | +1,054.7% | +704.0% |
| All | +1,894.5% | +260.9% | +1,633.6% | +1,046.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling