+1,311.9%
AMZN vs ALLE
+260.9%
+1,051.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.4% |
| 3M | +1.9% | +21.0% | -19.2% | -7.0% |
| 6M | +19.2% | +1.1% | +18.1% | +17.4% |
| YTD | +12.0% | -0.5% | +12.5% | +10.2% |
| 1Y | +9.7% | -7.3% | +16.9% | +11.1% |
| 3Y | +87.2% | +42.3% | +44.9% | +52.4% |
| 5Y | +48.7% | +13.5% | +35.2% | +31.3% |
| 10Y | +569.3% | +144.0% | +425.3% | +282.7% |
| All | +1,311.9% | +260.9% | +1,051.1% | +546.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling