+143.3%
DELL vs ALLE
+18.6%
+124.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.8% | -10.6% | -8.9% |
| 7D | -24.6% | +6.7% | -31.3% | -25.0% |
| 30D | -32.5% | +25.4% | -57.9% | -34.4% |
| 3M | -20.2% | +16.9% | -37.1% | -21.5% |
| 6M | +76.5% | +46.6% | +29.9% | +63.0% |
| YTD | +198.9% | +22.4% | +176.5% | +198.3% |
| 1Y | +143.3% | +17.7% | +125.6% | +148.5% |
| All | +143.3% | +18.6% | +124.8% | +148.5% |
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