+188.9%
AMAT vs ALLE
-5.8%
+194.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.0% | +3.3% | +4.0% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -14.8% | -6.8% | -8.0% | -13.1% |
| 3M | -9.3% | +21.0% | -30.3% | -15.4% |
| 6M | +27.4% | +1.1% | +26.3% | +25.0% |
| YTD | +77.6% | -0.5% | +78.1% | +72.3% |
| 1Y | +188.9% | -7.3% | +196.2% | +192.6% |
| All | +188.9% | -5.8% | +194.8% | +192.6% |
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 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