+552.2%
DELL vs ALLE
+49.9%
+502.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.6% | +4.1% |
| 7D | -22.6% | -0.6% | -22.0% | -22.4% |
| 30D | -43.2% | +25.3% | -68.5% | -48.8% |
| 3M | -24.8% | +10.3% | -35.1% | -28.4% |
| 6M | +38.0% | +38.0% | -0.1% | +17.0% |
| YTD | +163.7% | +17.8% | +146.0% | +141.7% |
| 1Y | +122.5% | +13.6% | +108.9% | +107.6% |
| 3Y | +377.0% | +89.2% | +287.7% | +230.4% |
| All | +552.2% | +49.9% | +502.3% | +387.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling