+1,217.5%
GOOG vs ALLE
+260.9%
+956.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.1% | -1.4% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -6.8% | -6.8% | 0.0% | -4.3% |
| 3M | -9.1% | +21.0% | -30.1% | -16.6% |
| 6M | +10.7% | +1.1% | +9.6% | +9.1% |
| YTD | +7.1% | -0.5% | +7.6% | +5.6% |
| 1Y | +44.6% | -7.3% | +51.9% | +46.4% |
| 3Y | +147.4% | +42.3% | +105.2% | +102.4% |
| 5Y | +133.8% | +13.5% | +120.3% | +106.9% |
| 10Y | +777.5% | +144.0% | +633.5% | +428.5% |
| All | +1,217.5% | +260.9% | +956.6% | +570.7% |
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