+421.9%
FANG vs ALLE
+260.9%
+161.0%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.3% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +7.6% | -6.8% | +14.4% | +11.2% |
| 3M | -1.3% | +21.0% | -22.3% | -12.0% |
| 6M | +14.7% | +1.1% | +13.6% | +11.4% |
| YTD | +34.8% | -0.5% | +35.3% | +31.5% |
| 1Y | +42.9% | -7.3% | +50.2% | +44.2% |
| 3Y | +43.8% | +42.3% | +1.5% | +10.4% |
| 5Y | +225.8% | +13.5% | +212.4% | +178.7% |
| 10Y | +171.9% | +144.0% | +27.8% | +48.2% |
| All | +421.9% | +260.9% | +161.0% | +115.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling