+266.6%
ABT vs ALLE
+260.9%
+5.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | +2.5% | -6.8% | +9.3% | +5.0% |
| 3M | +20.2% | +21.0% | -0.9% | +11.7% |
| 6M | -2.9% | +1.1% | -4.0% | -3.9% |
| YTD | -11.9% | -0.5% | -11.4% | -12.7% |
| 1Y | -16.5% | -7.3% | -9.3% | -15.3% |
| 3Y | +12.1% | +42.3% | -30.1% | -5.7% |
| 5Y | -7.4% | +13.5% | -20.9% | -16.5% |
| 10Y | +210.7% | +144.0% | +66.7% | +92.0% |
| All | +266.6% | +260.9% | +5.7% | +95.5% |
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