-15.7%
TEAM vs ALLE
+92.8%
-108.5%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -4.0% |
| 7D | -22.2% | +0.1% | -22.3% | -22.2% |
| 30D | -28.1% | +25.9% | -54.1% | -31.9% |
| 3M | -2.2% | +14.9% | -17.0% | -5.3% |
| 6M | +62.2% | +42.1% | +20.1% | +48.9% |
| YTD | -8.4% | +20.4% | -28.7% | -11.8% |
| 1Y | -6.6% | +14.9% | -21.5% | -7.9% |
| 3Y | -15.7% | +90.1% | -105.8% | -39.5% |
| All | -15.7% | +92.8% | -108.5% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling