+184.7%
BHP vs ALLE
+339.1%
-154.5%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.8% | +1.0% | +2.5% |
| 7D | +3.5% | -0.6% | +4.1% | +3.8% |
| 30D | -4.5% | +26.6% | -31.1% | -14.5% |
| 3M | -6.4% | +13.2% | -19.5% | -12.0% |
| 6M | -0.1% | +42.9% | -42.9% | -16.1% |
| YTD | +43.0% | +21.0% | +22.0% | +28.6% |
| 1Y | +56.5% | +15.2% | +41.4% | +43.9% |
| 3Y | +62.0% | +95.6% | -33.5% | +13.0% |
| 5Y | +130.4% | +53.4% | +77.0% | +76.5% |
| 10Y | +349.1% | +221.5% | +127.6% | +132.0% |
| All | +184.7% | +339.1% | -154.5% | +32.5% |
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