+836.0%
COST vs ALLE
+260.9%
+575.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -2.8% | -6.8% | +4.0% | -1.0% |
| 3M | -5.7% | +21.0% | -26.7% | -10.9% |
| 6M | -8.8% | +1.1% | -9.9% | -9.6% |
| YTD | +6.7% | -0.5% | +7.2% | +5.9% |
| 1Y | -3.6% | -7.3% | +3.6% | -2.6% |
| 3Y | +75.1% | +42.3% | +32.8% | +53.4% |
| 5Y | +108.9% | +13.5% | +95.4% | +92.1% |
| 10Y | +586.2% | +144.0% | +442.1% | +396.0% |
| All | +836.0% | +260.9% | +575.2% | +518.0% |
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