+48.2%
FANG vs ALLE
+44.7%
+3.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.9% |
| 7D | -0.4% | -2.2% | +1.8% | -0.1% |
| 30D | +2.4% | -8.3% | +10.7% | +3.7% |
| 3M | +4.9% | +16.3% | -11.4% | +1.1% |
| 6M | +12.0% | +1.8% | +10.2% | +11.6% |
| YTD | +37.1% | -3.9% | +41.0% | +38.6% |
| 1Y | +52.3% | -10.0% | +62.3% | +56.8% |
| All | +48.2% | +44.7% | +3.6% | +31.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling