+189.3%
ALAB vs ALLE
+44.7%
+144.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.9% | -16.7% | -18.9% |
| 7D | -38.2% | 0.0% | -38.2% | -38.1% |
| 30D | -54.0% | +20.6% | -74.5% | -56.4% |
| 3M | -43.6% | +11.4% | -55.0% | -45.1% |
| 6M | -16.8% | +42.5% | -59.3% | -27.1% |
| YTD | +7.9% | +18.9% | -11.0% | +2.3% |
| 1Y | -1.4% | +14.2% | -15.5% | -4.3% |
| All | +189.3% | +44.7% | +144.6% | +105.9% |
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