+337.5%
AMD vs ALLE
+13.7%
+323.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.1% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | -0.9% | -6.8% | +5.9% | +3.3% |
| 3M | -8.7% | +21.0% | -29.8% | -20.6% |
| 6M | +136.3% | +1.1% | +135.2% | +131.1% |
| YTD | +123.0% | -0.5% | +123.5% | +117.4% |
| 1Y | +195.2% | -7.3% | +202.4% | +200.5% |
| 3Y | +336.3% | +42.3% | +294.1% | +209.1% |
| All | +337.5% | +13.7% | +323.8% | +224.6% |
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