+174.5%
BHP vs ALLE
+327.3%
-152.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +0.9% | -0.6% | +1.5% | +1.2% |
| 30D | -6.3% | +25.3% | -31.6% | -15.8% |
| 3M | -7.1% | +10.3% | -17.4% | -11.8% |
| 6M | -3.2% | +38.0% | -41.2% | -17.6% |
| YTD | +37.9% | +17.8% | +20.1% | +25.4% |
| 1Y | +49.7% | +13.6% | +36.1% | +38.4% |
| 3Y | +51.7% | +89.2% | -37.5% | +7.4% |
| 5Y | +122.0% | +51.1% | +71.0% | +71.0% |
| 10Y | +382.4% | +228.1% | +154.3% | +146.5% |
| All | +174.5% | +327.3% | -152.8% | +29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling