-42.4%
TECH vs ALLE
+13.7%
-56.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.7% | -6.8% | +7.5% | +5.0% |
| 3M | +36.3% | +21.0% | +15.3% | +20.0% |
| 6M | +25.6% | +1.1% | +24.5% | +23.2% |
| YTD | +23.7% | -0.5% | +24.2% | +21.9% |
| 1Y | +37.6% | -7.3% | +44.9% | +42.0% |
| 3Y | -6.6% | +42.3% | -48.8% | -26.9% |
| All | -42.4% | +13.7% | -56.1% | -51.3% |
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