+86.1%
ARM vs ALLE
-5.8%
+91.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.4% |
| 7D | +5.5% | -0.2% | +5.7% | +5.6% |
| 30D | -8.2% | -6.8% | -1.4% | -4.5% |
| 3M | -35.9% | +21.0% | -57.0% | -42.8% |
| 6M | +103.1% | +1.1% | +102.0% | +95.1% |
| YTD | +130.6% | -0.5% | +131.2% | +122.3% |
| 1Y | +86.1% | -7.3% | +93.3% | +87.2% |
| All | +86.1% | -5.8% | +91.9% | +87.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling