+631.8%
TEAM vs ALLE
+222.8%
+409.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.9% | -15.2% | -15.7% |
| 7D | -19.8% | -0.6% | -19.3% | -19.6% |
| 30D | -21.5% | +25.3% | -46.8% | -29.9% |
| 3M | +39.5% | +10.3% | +29.2% | +32.2% |
| 6M | +73.1% | +38.0% | +35.0% | +45.2% |
| YTD | -5.2% | +17.8% | -23.0% | -15.3% |
| 1Y | -1.6% | +13.6% | -15.2% | -10.4% |
| 3Y | -11.4% | +89.2% | -100.7% | -40.3% |
| 5Y | -65.1% | +51.1% | -116.1% | -73.6% |
| 10Y | +471.3% | +228.1% | +243.2% | +147.0% |
| All | +631.8% | +222.8% | +409.0% | +215.0% |
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