+43.3%
AMAT vs ALLE
+13.1%
+30.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.2% | +4.3% |
| 7D | -14.7% | -0.6% | -14.1% | -14.5% |
| 30D | -36.1% | +25.3% | -61.4% | -38.0% |
| 3M | -36.9% | +10.3% | -47.1% | -36.6% |
| 6M | -22.2% | +38.0% | -60.2% | -27.5% |
| YTD | +29.9% | +17.8% | +12.2% | +23.8% |
| 1Y | +43.3% | +13.6% | +29.7% | +39.7% |
| All | +43.3% | +13.1% | +30.1% | +39.7% |
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