+207.4%
ALAB vs ALLE
+43.4%
+164.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.5% |
| 7D | -26.3% | -0.6% | -25.7% | -26.1% |
| 30D | -50.1% | +25.3% | -75.4% | -53.4% |
| 3M | -42.5% | +10.3% | -52.8% | -43.8% |
| 6M | -10.8% | +38.0% | -48.9% | -20.9% |
| YTD | +14.6% | +17.8% | -3.1% | +9.0% |
| 1Y | +17.1% | +13.6% | +3.5% | +13.6% |
| All | +207.4% | +43.4% | +164.1% | +119.3% |
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