+263.3%
TECH vs ALLE
+331.3%
-68.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.2% |
| 7D | -0.1% | 0.0% | -0.1% | -0.2% |
| 30D | +0.3% | +20.6% | -20.3% | -8.4% |
| 3M | +1.0% | +11.4% | -10.4% | -4.5% |
| 6M | +28.6% | +42.5% | -14.0% | +7.8% |
| YTD | +24.1% | +18.9% | +5.2% | +12.6% |
| 1Y | +21.9% | +14.2% | +7.7% | +12.8% |
| 3Y | +25.7% | +90.7% | -65.0% | -7.1% |
| 5Y | -40.2% | +52.5% | -92.7% | -52.4% |
| 10Y | +210.1% | +231.2% | -21.1% | +83.4% |
| All | +263.3% | +331.3% | -68.1% | +96.3% |
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 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