+50.5%
LYB vs ALLE
+15.3%
+35.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.9% |
| 7D | +6.1% | +3.6% | +2.6% | +6.3% |
| 30D | +5.3% | +25.9% | -20.6% | +6.1% |
| 3M | +4.3% | +15.8% | -11.4% | +4.4% |
| 6M | -10.8% | +48.1% | -58.9% | -9.7% |
| YTD | +53.8% | +22.0% | +31.8% | +57.8% |
| 1Y | +50.5% | +18.0% | +32.4% | +60.4% |
| All | +50.5% | +15.3% | +35.1% | +60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling