+1,015.6%
GOOG vs ALLE
+327.3%
+688.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | +2.1% | -0.6% | +2.6% | +2.3% |
| 30D | -18.3% | +25.3% | -43.6% | -25.6% |
| 3M | -20.3% | +10.3% | -30.6% | -23.9% |
| 6M | -28.1% | +38.0% | -66.1% | -37.7% |
| YTD | -9.3% | +17.8% | -27.1% | -16.9% |
| 1Y | -0.2% | +13.6% | -13.8% | -7.3% |
| 3Y | +118.0% | +89.2% | +28.8% | +57.3% |
| 5Y | +92.1% | +51.1% | +41.0% | +50.2% |
| 10Y | +652.3% | +228.1% | +424.1% | +299.2% |
| All | +1,015.6% | +327.3% | +688.3% | +428.0% |
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