+48.6%
AMZN vs ALLE
+49.9%
-1.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +7.9% | -0.6% | +8.4% | +8.2% |
| 30D | -0.2% | +25.3% | -25.6% | -10.1% |
| 3M | -4.8% | +10.3% | -15.0% | -9.3% |
| 6M | -5.7% | +38.0% | -43.8% | -20.0% |
| YTD | +12.3% | +17.8% | -5.4% | +1.8% |
| 1Y | +6.7% | +13.6% | -6.9% | -1.5% |
| 3Y | +85.6% | +89.2% | -3.6% | +19.4% |
| All | +48.6% | +49.9% | -1.3% | +5.8% |
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