+119.8%
IBM vs ALLE
+260.9%
-141.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +0.3% | -6.8% | +7.1% | +3.0% |
| 3M | -21.6% | +21.0% | -42.6% | -27.5% |
| 6M | -4.7% | +1.1% | -5.8% | -6.0% |
| YTD | -19.1% | -0.5% | -18.5% | -19.9% |
| 1Y | -2.5% | -7.3% | +4.8% | -1.1% |
| 3Y | +74.2% | +42.3% | +31.9% | +44.9% |
| 5Y | +113.1% | +13.5% | +99.7% | +91.6% |
| 10Y | +133.5% | +144.0% | -10.5% | +51.8% |
| All | +119.8% | +260.9% | -141.1% | +30.9% |
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 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