+101.1%
GOOGL vs ALLE
+51.6%
+49.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | +3.9% | +3.6% | +0.3% | +2.9% |
| 30D | -14.9% | +25.9% | -40.8% | -20.7% |
| 3M | -14.6% | +15.8% | -30.3% | -18.3% |
| 6M | -26.4% | +48.1% | -74.5% | -35.5% |
| YTD | -5.3% | +22.0% | -27.3% | -11.9% |
| 1Y | +6.5% | +18.0% | -11.6% | +0.2% |
| 3Y | +126.0% | +93.1% | +33.0% | +67.5% |
| All | +101.1% | +51.6% | +49.5% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling