-7.3%
COST vs ALLE
-11.2%
+3.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.7% |
| 7D | -2.8% | -2.2% | -0.6% | -2.7% |
| 30D | -5.3% | -8.3% | +3.1% | -4.8% |
| 3M | -6.7% | +16.3% | -22.9% | -7.4% |
| 6M | -9.9% | +1.8% | -11.7% | -9.6% |
| YTD | +5.1% | -3.9% | +9.1% | +6.0% |
| 1Y | -7.3% | -10.0% | +2.7% | -7.1% |
| All | -7.3% | -11.2% | +3.9% | -7.1% |
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