-84.0%
OPEN vs ALLE
+13.7%
-97.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.5% |
| 7D | -4.3% | -0.2% | -4.0% | -3.9% |
| 30D | -16.2% | -6.8% | -9.4% | -9.0% |
| 3M | -36.4% | +21.0% | -57.4% | -51.6% |
| 6M | -35.5% | +1.1% | -36.6% | -39.5% |
| YTD | -46.0% | -0.5% | -45.4% | -49.0% |
| 1Y | -47.1% | -7.3% | -39.9% | -44.6% |
| 3Y | -19.0% | +42.3% | -61.3% | -52.0% |
| All | -84.0% | +13.7% | -97.7% | -89.6% |
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