+3.3%
MSFT vs ALLE
+15.9%
-12.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.2% |
| 7D | -6.2% | -0.8% | -5.4% | -6.3% |
| 30D | -3.7% | +27.4% | -31.1% | -2.5% |
| 3M | +3.6% | +13.8% | -10.2% | +4.4% |
| 6M | +26.8% | +45.5% | -18.7% | +30.4% |
| YTD | +8.4% | +21.4% | -13.0% | +11.2% |
| 1Y | +3.3% | +15.4% | -12.1% | +4.7% |
| All | +3.3% | +15.9% | -12.6% | +4.7% |
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