+79.1%
META vs ALLE
+51.8%
+27.2%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -2.7% |
| 7D | -3.1% | 0.0% | -3.2% | -3.2% |
| 30D | -18.1% | +20.6% | -38.7% | -25.1% |
| 3M | +2.9% | +11.4% | -8.6% | -2.5% |
| 6M | +0.2% | +42.5% | -42.4% | -16.3% |
| YTD | -8.1% | +18.9% | -27.0% | -16.8% |
| 1Y | -4.5% | +14.2% | -18.7% | -11.9% |
| 3Y | +94.2% | +90.7% | +3.5% | +25.0% |
| 5Y | +79.1% | +52.5% | +26.6% | +36.4% |
| All | +79.1% | +51.8% | +27.2% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling