+654.4%
GOOG vs ALLE
+217.2%
+437.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | -18.1% | +25.9% | -44.0% | -25.4% |
| 3M | -19.9% | +14.9% | -34.8% | -24.6% |
| 6M | -28.2% | +42.1% | -70.3% | -38.3% |
| YTD | -9.0% | +20.4% | -29.4% | -17.1% |
| 1Y | -1.7% | +14.9% | -16.6% | -8.8% |
| 3Y | +114.5% | +90.1% | +24.4% | +54.4% |
| 5Y | +96.2% | +53.0% | +43.2% | +52.7% |
| 10Y | +654.4% | +208.8% | +445.5% | +327.2% |
| All | +654.4% | +217.2% | +437.1% | +327.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling