+89.2%
ALLE vs BTG
+78.1%
+11.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.1% |
| 7D | -0.6% | +17.4% | -18.0% | -1.6% |
| 30D | +25.3% | +8.0% | +17.3% | +24.5% |
| 3M | +10.3% | +32.5% | -22.2% | +7.8% |
| 6M | +38.0% | +21.6% | +16.5% | +35.4% |
| YTD | +17.8% | +21.2% | -3.5% | +15.1% |
| 1Y | +13.6% | +43.9% | -30.3% | +9.7% |
| 3Y | +89.2% | +78.6% | +10.6% | +78.4% |
| All | +89.2% | +78.1% | +11.1% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 3y: compounded portfolio wealth divided by compounded BTG 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…
3y analysis · Full analysis span regression · 6 months rolling