+1,026.9%
GOOGL vs ALLE
+339.1%
+687.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +0.1% |
| 7D | +3.3% | -0.6% | +3.9% | +3.5% |
| 30D | -18.1% | +26.6% | -44.7% | -25.7% |
| 3M | -18.6% | +13.2% | -31.8% | -23.0% |
| 6M | -28.0% | +42.9% | -70.9% | -38.5% |
| YTD | -7.8% | +21.0% | -28.8% | -16.3% |
| 1Y | +3.6% | +15.2% | -11.5% | -4.1% |
| 3Y | +123.4% | +95.6% | +27.8% | +59.1% |
| 5Y | +95.3% | +53.4% | +41.9% | +52.1% |
| 10Y | +622.2% | +221.5% | +400.7% | +287.4% |
| All | +1,026.9% | +339.1% | +687.7% | +428.5% |
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 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