+1,287.8%
META vs ALLE
+344.1%
+943.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.7% |
| 7D | +2.9% | +6.7% | -3.8% | 0.0% |
| 30D | -15.1% | +25.4% | -40.5% | -23.7% |
| 3M | +7.2% | +16.9% | -9.7% | -0.8% |
| 6M | +3.4% | +46.6% | -43.2% | -14.4% |
| YTD | -4.3% | +22.4% | -26.7% | -14.6% |
| 1Y | +0.8% | +17.7% | -17.0% | -8.6% |
| 3Y | +102.2% | +96.3% | +5.8% | +39.1% |
| 5Y | +89.4% | +57.4% | +32.0% | +43.5% |
| 10Y | +426.7% | +241.0% | +185.7% | +160.5% |
| All | +1,287.8% | +344.1% | +943.7% | +484.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling