+230.2%
ABT vs ALLE
+208.6%
+21.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.7% |
| 7D | -5.6% | +1.6% | -7.2% | -6.1% |
| 30D | +5.2% | +24.1% | -18.9% | -2.4% |
| 3M | -2.7% | +14.8% | -17.5% | -7.4% |
| 6M | +28.8% | +45.9% | -17.0% | +12.5% |
| YTD | -12.3% | +20.7% | -33.0% | -18.8% |
| 1Y | -14.7% | +14.2% | -28.9% | -19.5% |
| 3Y | +21.6% | +90.7% | -69.1% | -7.5% |
| 5Y | -7.8% | +50.6% | -58.3% | -24.7% |
| All | +230.2% | +208.6% | +21.6% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling