-6.4%
FANG vs ALLE
+47.6%
-54.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.8% |
| 7D | +4.0% | +3.6% | +0.5% | +5.0% |
| 30D | -5.8% | +25.9% | -31.6% | +0.6% |
| 3M | -6.7% | +15.8% | -22.5% | -3.5% |
| 6M | -6.4% | +48.1% | -54.5% | +5.8% |
| All | -6.4% | +47.6% | -54.0% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling