-93.3%
OPEN vs ALLE
+55.0%
-148.3%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | -2.5% |
| 7D | -21.7% | -0.6% | -21.0% | -20.5% |
| 30D | -36.5% | +26.6% | -63.1% | -51.9% |
| 3M | -59.5% | +13.2% | -72.7% | -65.1% |
| 6M | -71.9% | +42.9% | -114.7% | -82.6% |
| YTD | -75.8% | +21.0% | -96.8% | -82.0% |
| 1Y | -78.5% | +15.2% | -93.7% | -82.9% |
| 3Y | -30.2% | +95.6% | -125.8% | -73.3% |
| 5Y | -93.3% | +53.4% | -146.7% | -96.6% |
| All | -93.3% | +55.0% | -148.3% | -96.6% |
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