+93.4%
META vs ALLE
+90.7%
+2.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.4% |
| 7D | -3.1% | 0.0% | -3.2% | -3.1% |
| 30D | -18.1% | +20.6% | -38.7% | -21.2% |
| 3M | +2.9% | +11.4% | -8.6% | +0.9% |
| 6M | +0.2% | +42.5% | -42.4% | -7.8% |
| YTD | -8.1% | +18.9% | -27.0% | -12.0% |
| 1Y | -4.5% | +14.2% | -18.7% | -7.5% |
| All | +93.4% | +90.7% | +2.8% | +60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling