+106.0%
FANG vs ALLE
+51.6%
+54.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +4.0% | +3.6% | +0.5% | +3.3% |
| 30D | -5.8% | +25.9% | -31.6% | -10.6% |
| 3M | -6.7% | +15.8% | -22.5% | -9.8% |
| 6M | -6.4% | +48.1% | -54.5% | -15.6% |
| YTD | +25.9% | +22.0% | +4.0% | +19.7% |
| 1Y | +31.1% | +18.0% | +13.1% | +25.8% |
| 3Y | +31.3% | +93.1% | -61.7% | +5.8% |
| All | +106.0% | +51.6% | +54.4% | +84.5% |
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 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