+274.3%
ABT vs ALLE
+327.3%
-53.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.9% |
| 7D | +3.5% | -0.6% | +4.1% | +3.8% |
| 30D | +12.0% | +25.3% | -13.3% | +3.2% |
| 3M | +2.5% | +10.3% | -7.8% | -1.3% |
| 6M | +29.1% | +38.0% | -9.0% | +14.2% |
| YTD | -10.1% | +17.8% | -27.9% | -16.3% |
| 1Y | -9.8% | +13.6% | -23.4% | -15.0% |
| 3Y | +23.3% | +89.2% | -66.0% | -6.9% |
| 5Y | -2.4% | +51.1% | -53.4% | -21.1% |
| 10Y | +239.4% | +228.1% | +11.3% | +86.6% |
| All | +274.3% | +327.3% | -53.0% | +87.5% |
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