+20.7%
ABT vs ALLE
+94.0%
-73.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | -1.3% | +3.6% | -4.8% | -1.9% |
| 30D | +6.0% | +25.9% | -19.8% | +1.9% |
| 3M | -1.9% | +15.8% | -17.6% | -4.4% |
| 6M | +31.2% | +48.1% | -16.9% | +22.4% |
| YTD | -11.2% | +22.0% | -33.2% | -15.1% |
| 1Y | -14.0% | +18.0% | -32.0% | -17.3% |
| 3Y | +20.7% | +93.1% | -72.4% | +9.0% |
| All | +20.7% | +94.0% | -73.3% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling