+117.1%
AMAT vs ALLE
+51.8%
+65.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.9% | -10.7% | -12.0% |
| 7D | -24.3% | 0.0% | -24.3% | -24.2% |
| 30D | -39.8% | +20.6% | -60.4% | -46.4% |
| 3M | -40.2% | +11.4% | -51.6% | -44.2% |
| 6M | -22.1% | +42.5% | -64.7% | -38.4% |
| YTD | +24.7% | +18.9% | +5.8% | +9.3% |
| 1Y | +33.3% | +14.2% | +19.1% | +20.0% |
| 3Y | +133.9% | +90.7% | +43.2% | +41.2% |
| 5Y | +117.1% | +52.5% | +64.6% | +46.6% |
| All | +117.1% | +51.8% | +65.2% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling