-41.9%
RAM vs ALLE
+21.2%
-63.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.9% | +1.0% | +11.9% | +12.9% |
| 7D | +13.3% | -0.2% | +13.5% | +12.9% |
| 30D | +17.8% | -6.8% | +24.6% | +16.1% |
| All | -41.9% | +21.2% | -63.2% | -42.4% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling