+7.6%
MSFT vs ALLE
+13.1%
-5.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -1.0% |
| 7D | +1.7% | -0.6% | +2.2% | +1.7% |
| 30D | +0.2% | +25.3% | -25.2% | +1.4% |
| 3M | +6.4% | +10.3% | -3.9% | +7.0% |
| 6M | +28.7% | +38.0% | -9.3% | +32.0% |
| YTD | +10.4% | +17.8% | -7.4% | +13.2% |
| 1Y | +7.6% | +13.6% | -6.0% | +10.4% |
| All | +7.6% | +13.1% | -5.5% | +10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling