+232.9%
ABT vs ALLE
+233.6%
-0.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | -0.4% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +11.6% | +26.6% | -15.0% | +2.9% |
| 3M | +3.1% | +13.2% | -10.0% | -1.4% |
| 6M | +32.8% | +42.9% | -10.1% | +16.8% |
| YTD | -9.6% | +21.0% | -30.6% | -16.4% |
| 1Y | -10.4% | +15.2% | -25.5% | -15.7% |
| 3Y | +25.8% | +95.6% | -69.8% | -5.2% |
| 5Y | -3.4% | +53.4% | -56.9% | -21.8% |
| 10Y | +232.9% | +221.5% | +11.4% | +100.0% |
| All | +232.9% | +233.6% | -0.8% | +100.0% |
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