+144.8%
IBM vs ALLE
+208.6%
-63.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.3% | +1.6% | -1.9% | -0.9% |
| 30D | +6.8% | +24.1% | -17.3% | -2.3% |
| 3M | +4.4% | +14.8% | -10.4% | -1.5% |
| 6M | +13.2% | +45.9% | -32.7% | -3.5% |
| YTD | -15.1% | +20.7% | -35.9% | -22.5% |
| 1Y | -20.2% | +14.2% | -34.4% | -25.4% |
| 3Y | +79.3% | +90.7% | -11.4% | +30.1% |
| 5Y | +147.5% | +50.6% | +96.9% | +95.6% |
| All | +144.8% | +208.6% | -63.8% | +43.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling