+73.5%
MSFT vs ALLE
+13.7%
+59.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.4% |
| 7D | -2.7% | -0.2% | -2.5% | -2.6% |
| 30D | +2.7% | -6.8% | +9.5% | +5.1% |
| 3M | +17.0% | +21.0% | -4.1% | +8.9% |
| 6M | +23.8% | +1.1% | +22.7% | +22.6% |
| YTD | +4.0% | -0.5% | +4.5% | +3.0% |
| 1Y | -0.8% | -7.3% | +6.4% | +0.8% |
| 3Y | +55.6% | +42.3% | +13.3% | +26.0% |
| All | +73.5% | +13.7% | +59.7% | +48.5% |
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