+420.4%
FIX vs ALLE
+90.7%
+329.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.9% | -8.7% | -10.5% |
| 7D | -27.2% | 0.0% | -27.3% | -27.3% |
| 30D | -46.9% | +20.6% | -67.5% | -51.2% |
| 3M | -44.4% | +11.4% | -55.8% | -47.0% |
| 6M | -50.9% | +42.5% | -93.5% | -59.0% |
| YTD | +3.5% | +18.9% | -15.3% | -5.7% |
| 1Y | -2.1% | +14.2% | -16.3% | -8.8% |
| All | +420.4% | +90.7% | +329.7% | +221.9% |
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