+131.2%
IBM vs ALLE
+331.3%
-200.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | 0.0% | -1.7% |
| 7D | -4.3% | 0.0% | -4.4% | -4.4% |
| 30D | +11.7% | +20.6% | -8.9% | +3.7% |
| 3M | +5.5% | +11.4% | -5.9% | +0.9% |
| 6M | +9.5% | +42.5% | -33.1% | -5.3% |
| YTD | -14.9% | +18.9% | -33.8% | -21.5% |
| 1Y | -17.4% | +14.2% | -31.5% | -22.6% |
| 3Y | +83.3% | +90.7% | -7.4% | +35.4% |
| 5Y | +142.1% | +52.5% | +89.6% | +91.8% |
| 10Y | +157.2% | +231.2% | -74.1% | +50.1% |
| All | +131.2% | +331.3% | -200.1% | +28.2% |
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