+270.3%
ALLE vs BB
+19.4%
+250.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -0.2% | -5.6% | +5.4% | +0.4% |
| 30D | -6.8% | -11.8% | +5.0% | -5.5% |
| 3M | +21.0% | -25.5% | +46.6% | +24.1% |
| 6M | +1.1% | +121.3% | -120.2% | -10.1% |
| YTD | -0.5% | +103.2% | -103.7% | -10.7% |
| 1Y | -7.3% | +102.6% | -109.9% | -17.1% |
| 3Y | +42.3% | +37.5% | +4.8% | +27.9% |
| 5Y | +13.5% | -30.4% | +43.9% | +7.4% |
| 10Y | +144.0% | 0.0% | +144.0% | +83.7% |
| All | +270.3% | +19.4% | +250.9% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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