+504.4%
BHP vs ALLE
+148.2%
+356.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | +1.3% | +2.8% | -1.5% | 0.0% |
| 30D | +4.0% | -7.6% | +11.6% | +7.6% |
| 3M | +12.3% | +22.8% | -10.5% | +1.6% |
| 6M | +30.8% | +4.6% | +26.2% | +27.1% |
| YTD | +58.8% | -1.2% | +60.0% | +57.3% |
| 1Y | +76.8% | -9.1% | +86.0% | +81.7% |
| 3Y | +87.5% | +50.0% | +37.5% | +48.6% |
| 5Y | +123.9% | +15.2% | +108.6% | +97.5% |
| 10Y | +504.4% | +151.1% | +353.3% | +271.1% |
| All | +504.4% | +148.2% | +356.1% | +271.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling