+334.9%
COMP vs ALLE
+90.7%
+244.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.9% | -5.3% | -5.7% |
| 7D | -1.8% | 0.0% | -1.9% | -1.5% |
| 30D | -0.8% | +20.6% | -21.3% | -15.6% |
| 3M | -28.1% | +11.4% | -39.5% | -34.5% |
| 6M | +27.0% | +42.5% | -15.6% | -7.8% |
| YTD | -12.8% | +18.9% | -31.7% | -26.4% |
| 1Y | +4.9% | +14.2% | -9.3% | -8.5% |
| All | +334.9% | +90.7% | +244.2% | +74.2% |
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 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