+116.7%
BHP vs ALLE
+13.7%
+103.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +3.4% | -6.8% | +10.2% | +6.0% |
| 3M | +4.1% | +21.0% | -17.0% | -3.7% |
| 6M | +20.6% | +1.1% | +19.5% | +19.4% |
| YTD | +56.1% | -0.5% | +56.6% | +54.4% |
| 1Y | +69.6% | -7.3% | +76.9% | +72.1% |
| 3Y | +78.8% | +42.3% | +36.6% | +49.9% |
| All | +116.7% | +13.7% | +103.0% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling