+5.7%
ADM vs ALLE
+92.8%
-87.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | -1.8% | +0.1% | -1.9% | -1.9% |
| 30D | -13.3% | +25.9% | -39.2% | -16.0% |
| 3M | -13.4% | +14.9% | -28.2% | -15.0% |
| 6M | -9.6% | +42.1% | -51.7% | -14.8% |
| YTD | +23.0% | +20.4% | +2.6% | +19.9% |
| 1Y | +27.4% | +14.9% | +12.5% | +25.6% |
| 3Y | +5.7% | +90.1% | -84.4% | -7.6% |
| All | +5.7% | +92.8% | -87.1% | -7.6% |
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