+120.7%
GOOGL vs ALLE
+88.9%
+31.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.8% |
| 7D | +1.8% | -0.6% | +2.3% | +1.8% |
| 30D | -18.8% | +25.3% | -44.1% | -20.6% |
| 3M | -20.3% | +10.3% | -30.6% | -21.0% |
| 6M | -28.4% | +38.0% | -66.4% | -31.2% |
| YTD | -8.8% | +17.8% | -26.6% | -10.6% |
| 1Y | +0.3% | +13.6% | -13.3% | -1.1% |
| 3Y | +120.7% | +89.2% | +31.5% | +107.5% |
| All | +120.7% | +88.9% | +31.8% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling