+264.0%
SPOT vs ALLE
+108.7%
+155.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.5% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +12.5% | -6.8% | +19.3% | +15.1% |
| 3M | +9.9% | +21.0% | -11.1% | +2.0% |
| 6M | +1.6% | +1.1% | +0.5% | +0.5% |
| YTD | -6.6% | -0.5% | -6.1% | -7.6% |
| 1Y | -22.9% | -7.3% | -15.7% | -22.0% |
| 3Y | +244.3% | +42.3% | +202.0% | +188.3% |
| 5Y | +117.8% | +13.5% | +104.3% | +91.6% |
| All | +264.0% | +108.7% | +155.3% | +140.0% |
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