+270.3%
ALLE vs BTG
+205.4%
+64.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.1% |
| 7D | -0.2% | -0.9% | +0.7% | -0.2% |
| 30D | -6.8% | +36.8% | -43.6% | -8.1% |
| 3M | +21.0% | +23.1% | -2.1% | +19.8% |
| 6M | +1.1% | +3.5% | -2.4% | +0.6% |
| YTD | -0.5% | +25.5% | -26.0% | -1.9% |
| 1Y | -7.3% | +40.1% | -47.3% | -9.0% |
| 3Y | +42.3% | +101.1% | -58.9% | +36.8% |
| 5Y | +13.5% | +70.6% | -57.1% | +9.2% |
| 10Y | +144.0% | +152.1% | -8.1% | +136.5% |
| All | +270.3% | +205.4% | +64.9% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling