+1,257.6%
META vs ALLE
+260.9%
+996.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | +6.7% | -0.2% | +6.9% | +6.8% |
| 30D | +4.8% | -6.8% | +11.6% | +8.1% |
| 3M | -1.6% | +21.0% | -22.7% | -10.5% |
| 6M | -7.5% | +1.1% | -8.6% | -8.7% |
| YTD | -6.4% | -0.5% | -5.9% | -7.6% |
| 1Y | -17.3% | -7.3% | -10.1% | -16.0% |
| 3Y | +109.9% | +42.3% | +67.7% | +69.1% |
| 5Y | +65.4% | +13.5% | +51.9% | +45.8% |
| 10Y | +391.8% | +144.0% | +247.8% | +187.3% |
| All | +1,257.6% | +260.9% | +996.7% | +532.1% |
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