+85.6%
AMZN vs ALLE
+88.9%
-3.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +7.9% | -0.6% | +8.4% | +8.0% |
| 30D | -0.2% | +25.3% | -25.6% | -4.4% |
| 3M | -4.8% | +10.3% | -15.0% | -6.3% |
| 6M | -5.7% | +38.0% | -43.8% | -12.1% |
| YTD | +12.3% | +17.8% | -5.4% | +7.8% |
| 1Y | +6.7% | +13.6% | -6.9% | +3.6% |
| 3Y | +85.6% | +89.2% | -3.6% | +56.6% |
| All | +85.6% | +88.9% | -3.3% | +56.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling