+37.2%
GOOG vs ALLE
-11.2%
+48.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -1.9% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | -7.7% | -8.3% | +0.7% | -7.3% |
| 3M | -9.3% | +16.3% | -25.6% | -10.6% |
| 6M | +7.4% | +1.8% | +5.6% | +7.2% |
| YTD | +4.9% | -3.9% | +8.8% | +4.5% |
| 1Y | +37.2% | -10.0% | +47.2% | +37.8% |
| All | +37.2% | -11.2% | +48.4% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling