+149.9%
IBM vs ALLE
+233.6%
-83.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.6% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +8.4% | +26.6% | -18.3% | -1.6% |
| 3M | +4.5% | +13.2% | -8.7% | -0.9% |
| 6M | +7.9% | +42.9% | -35.0% | -7.3% |
| YTD | -15.2% | +21.0% | -36.3% | -22.7% |
| 1Y | -17.6% | +15.2% | -32.7% | -23.3% |
| 3Y | +82.1% | +95.6% | -13.5% | +30.5% |
| 5Y | +143.3% | +53.4% | +89.9% | +90.2% |
| 10Y | +149.9% | +221.5% | -71.6% | +39.8% |
| All | +149.9% | +233.6% | -83.7% | +39.8% |
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