+773.3%
GOOG vs ALLE
+148.2%
+625.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.3% |
| 7D | +1.1% | +2.8% | -1.7% | 0.0% |
| 30D | -5.1% | -7.6% | +2.6% | -2.2% |
| 3M | -7.1% | +22.8% | -29.9% | -15.1% |
| 6M | +12.7% | +4.6% | +8.1% | +9.5% |
| YTD | +7.1% | -1.2% | +8.3% | +5.9% |
| 1Y | +43.6% | -9.1% | +52.7% | +46.7% |
| 3Y | +146.8% | +50.0% | +96.8% | +96.8% |
| 5Y | +133.7% | +15.2% | +118.4% | +105.2% |
| 10Y | +773.3% | +151.1% | +622.2% | +440.3% |
| All | +773.3% | +148.2% | +625.1% | +440.3% |
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 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