+49.0%
BHP vs ALLE
+12.4%
+36.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +0.9% | -0.6% | +1.5% | +1.1% |
| 30D | -6.3% | +25.3% | -31.6% | -10.0% |
| 3M | -7.1% | +10.3% | -17.4% | -8.1% |
| 6M | -3.2% | +38.0% | -41.2% | -10.0% |
| YTD | +37.9% | +17.8% | +20.1% | +28.9% |
| All | +49.0% | +12.4% | +36.7% | +41.0% |
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