+50.0%
ALLE vs BTG
+101.2%
-51.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.5% |
| 7D | +2.8% | +4.8% | -2.0% | +2.4% |
| 30D | -7.6% | +8.3% | -16.0% | -8.2% |
| 3M | +22.8% | +32.3% | -9.5% | +20.0% |
| 6M | +4.6% | +3.0% | +1.6% | +3.8% |
| YTD | -1.2% | +21.9% | -23.1% | -3.4% |
| 1Y | -9.1% | +28.2% | -37.3% | -11.8% |
| 3Y | +50.0% | +99.9% | -49.9% | +38.2% |
| All | +50.0% | +101.2% | -51.2% | +38.2% |
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