-16.0%
NOW vs ALLE
+90.7%
-106.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -5.4% |
| 7D | -6.7% | 0.0% | -6.7% | -6.6% |
| 30D | -25.8% | +20.6% | -46.4% | -28.8% |
| 3M | -12.7% | +11.4% | -24.1% | -14.8% |
| 6M | +11.2% | +42.5% | -31.3% | +3.0% |
| YTD | -33.2% | +18.9% | -52.1% | -35.6% |
| 1Y | -41.8% | +14.2% | -56.0% | -43.1% |
| All | -16.0% | +90.7% | -106.7% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling