+890.7%
NOW vs ALLE
+331.3%
+559.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -4.4% |
| 7D | -6.7% | 0.0% | -6.7% | -6.7% |
| 30D | -25.8% | +20.6% | -46.4% | -33.8% |
| 3M | -12.7% | +11.4% | -24.1% | -18.7% |
| 6M | +11.2% | +42.5% | -31.3% | -11.0% |
| YTD | -33.2% | +18.9% | -52.1% | -41.8% |
| 1Y | -41.8% | +14.2% | -56.0% | -48.2% |
| 3Y | -15.7% | +90.7% | -106.3% | -47.1% |
| 5Y | -26.0% | +52.5% | -78.5% | -47.0% |
| 10Y | +515.1% | +231.2% | +283.9% | +137.1% |
| All | +890.7% | +331.3% | +559.4% | +210.7% |
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 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