+21.3%
ADM vs ALLE
+18.6%
+2.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.4% | +0.4% |
| 7D | -8.3% | +6.7% | -14.9% | -8.2% |
| 30D | -14.1% | +25.4% | -39.5% | -13.9% |
| 3M | -10.7% | +16.9% | -27.7% | -10.6% |
| 6M | -5.9% | +46.6% | -52.5% | -6.7% |
| YTD | +25.8% | +22.4% | +3.3% | +24.9% |
| 1Y | +21.3% | +17.7% | +3.5% | +22.4% |
| All | +21.3% | +18.6% | +2.7% | +22.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling