-40.2%
TECH vs ALLE
+51.8%
-92.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.6% |
| 7D | -0.1% | 0.0% | -0.1% | -0.2% |
| 30D | +0.3% | +20.6% | -20.3% | -10.9% |
| 3M | +1.0% | +11.4% | -10.4% | -6.0% |
| 6M | +28.6% | +42.5% | -14.0% | +1.5% |
| YTD | +24.1% | +18.9% | +5.2% | +9.0% |
| 1Y | +21.9% | +14.2% | +7.7% | +10.1% |
| 3Y | +25.7% | +90.7% | -65.0% | -18.3% |
| 5Y | -40.2% | +52.5% | -92.7% | -57.5% |
| All | -40.2% | +51.8% | -92.0% | -57.5% |
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 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