-4.5%
META vs ALLE
+14.6%
-19.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.9% |
| 7D | -3.1% | 0.0% | -3.2% | -3.1% |
| 30D | -18.1% | +20.6% | -38.7% | -18.5% |
| 3M | +2.9% | +11.4% | -8.6% | +3.5% |
| 6M | +0.2% | +42.5% | -42.4% | -2.2% |
| YTD | -8.1% | +18.9% | -27.0% | -9.8% |
| 1Y | -4.5% | +14.2% | -18.7% | -5.7% |
| All | -4.5% | +14.6% | -19.1% | -5.7% |
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