+204.4%
ABT vs ALLE
+148.2%
+56.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | -3.1% | +2.8% | -5.9% | -4.0% |
| 30D | -2.1% | -7.6% | +5.5% | +0.5% |
| 3M | +17.4% | +22.8% | -5.3% | +9.0% |
| 6M | -2.4% | +4.6% | -7.0% | -4.5% |
| YTD | -14.2% | -1.2% | -13.0% | -14.8% |
| 1Y | -18.3% | -9.1% | -9.2% | -16.5% |
| 3Y | +11.5% | +50.0% | -38.5% | -7.7% |
| 5Y | -9.9% | +15.2% | -25.1% | -19.0% |
| 10Y | +204.4% | +151.1% | +53.3% | +97.3% |
| All | +204.4% | +148.2% | +56.1% | +97.3% |
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