+47.3%
AMZN vs ALLE
+13.7%
+33.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.6% |
| 7D | -3.0% | -0.2% | -2.7% | -2.9% |
| 30D | -5.2% | -6.8% | +1.6% | -2.2% |
| 3M | +1.9% | +21.0% | -19.2% | -7.9% |
| 6M | +19.2% | +1.1% | +18.1% | +17.5% |
| YTD | +12.0% | -0.5% | +12.5% | +10.0% |
| 1Y | +9.7% | -7.3% | +16.9% | +11.5% |
| 3Y | +87.2% | +42.3% | +44.9% | +42.7% |
| All | +47.3% | +13.7% | +33.6% | +18.2% |
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