-50.2%
COMP vs ALLE
+64.8%
-115.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.8% | +6.0% | +6.0% |
| 7D | +9.5% | +6.7% | +2.8% | +2.9% |
| 30D | +8.1% | +25.4% | -17.3% | -14.2% |
| 3M | -16.3% | +16.9% | -33.3% | -28.7% |
| 6M | +42.2% | +46.6% | -4.3% | -4.7% |
| YTD | -5.0% | +22.4% | -27.4% | -24.3% |
| 1Y | +20.1% | +17.7% | +2.4% | -0.8% |
| 3Y | +358.4% | +96.3% | +262.1% | +109.7% |
| 5Y | -21.9% | +57.4% | -79.3% | -59.2% |
| All | -50.2% | +64.8% | -115.0% | -71.7% |
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