+880.7%
IDXX vs ALLE
+258.4%
+622.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.5% |
| 7D | -4.6% | +2.8% | -7.4% | -5.8% |
| 30D | -11.3% | -7.6% | -3.7% | -8.1% |
| 3M | -7.3% | +22.8% | -30.1% | -16.1% |
| 6M | -14.5% | +4.6% | -19.1% | -16.9% |
| YTD | -23.1% | -1.2% | -21.9% | -23.6% |
| 1Y | -20.3% | -9.1% | -11.2% | -17.8% |
| 3Y | +11.7% | +50.0% | -38.3% | -10.3% |
| 5Y | -24.4% | +15.2% | -39.6% | -32.8% |
| 10Y | +355.5% | +151.1% | +204.4% | +183.7% |
| All | +880.7% | +258.4% | +622.3% | +439.9% |
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