+244.4%
AVGO vs ALLE
+88.9%
+155.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.0% |
| 7D | -9.9% | -0.6% | -9.4% | -9.8% |
| 30D | -22.0% | +25.3% | -47.3% | -26.4% |
| 3M | -30.0% | +10.3% | -40.3% | -31.6% |
| 6M | -30.7% | +38.0% | -68.8% | -37.0% |
| YTD | -14.7% | +17.8% | -32.5% | -19.0% |
| 1Y | -16.8% | +13.6% | -30.4% | -19.8% |
| 3Y | +244.4% | +89.2% | +155.2% | +155.6% |
| All | +244.4% | +88.9% | +155.5% | +155.6% |
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