-13.3%
IBM vs ALLE
+18.6%
-31.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.5% |
| 7D | +0.4% | +6.7% | -6.2% | -0.4% |
| 30D | +14.8% | +25.4% | -10.6% | +11.3% |
| 3M | +8.9% | +16.9% | -8.0% | +6.4% |
| 6M | +12.4% | +46.6% | -34.1% | +8.3% |
| YTD | -12.4% | +22.4% | -34.8% | -13.9% |
| 1Y | -13.3% | +17.7% | -31.0% | -13.7% |
| All | -13.3% | +18.6% | -31.8% | -13.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling