+33.3%
AMAT vs ALLE
+14.6%
+18.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -13.3% |
| 7D | -24.3% | 0.0% | -24.3% | -24.2% |
| 30D | -39.8% | +20.6% | -60.4% | -40.9% |
| 3M | -40.2% | +11.4% | -51.6% | -40.0% |
| 6M | -22.1% | +42.5% | -64.7% | -28.1% |
| YTD | +24.7% | +18.9% | +5.8% | +18.4% |
| 1Y | +33.3% | +14.2% | +19.1% | +30.0% |
| All | +33.3% | +14.6% | +18.7% | +30.0% |
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