+81.9%
META vs ALLE
+49.9%
+32.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.8% | +1.2% |
| 7D | -0.8% | -0.6% | -0.2% | -0.6% |
| 30D | -15.4% | +25.3% | -40.8% | -24.0% |
| 3M | +3.5% | +10.3% | -6.8% | -1.5% |
| 6M | -0.3% | +38.0% | -38.3% | -15.4% |
| YTD | -7.3% | +17.8% | -25.1% | -15.8% |
| 1Y | -1.1% | +13.6% | -14.7% | -8.6% |
| 3Y | +95.1% | +89.2% | +5.9% | +25.9% |
| All | +81.9% | +49.9% | +32.0% | +39.6% |
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