+53.4%
BHP vs ALLE
+18.6%
+34.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.8% | +2.3% |
| 7D | -2.5% | +6.7% | -9.2% | -3.4% |
| 30D | -7.7% | +25.4% | -33.1% | -11.1% |
| 3M | -6.4% | +16.9% | -23.3% | -8.4% |
| 6M | +5.2% | +46.6% | -41.4% | -3.4% |
| YTD | +38.3% | +22.4% | +15.9% | +28.8% |
| 1Y | +53.4% | +17.7% | +35.6% | +44.2% |
| All | +53.4% | +18.6% | +34.8% | +44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling