+953.1%
NOW vs ALLE
+344.1%
+609.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.3% |
| 7D | -27.5% | +6.7% | -34.2% | -30.5% |
| 30D | -20.0% | +25.4% | -45.4% | -30.2% |
| 3M | -7.9% | +16.9% | -24.8% | -16.5% |
| 6M | +18.3% | +46.6% | -28.2% | -6.7% |
| YTD | -29.0% | +22.4% | -51.4% | -39.1% |
| 1Y | -38.7% | +17.7% | -56.4% | -46.4% |
| 3Y | -10.3% | +96.3% | -106.7% | -44.7% |
| 5Y | -22.5% | +57.4% | -79.9% | -45.4% |
| 10Y | +553.8% | +241.0% | +312.8% | +148.0% |
| All | +953.1% | +344.1% | +609.0% | +225.0% |
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