+210.6%
BHP vs ALLE
+260.9%
-50.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | +3.4% | -6.8% | +10.2% | +6.6% |
| 3M | +4.1% | +21.0% | -17.0% | -5.4% |
| 6M | +20.6% | +1.1% | +19.5% | +19.0% |
| YTD | +56.1% | -0.5% | +56.6% | +54.2% |
| 1Y | +69.6% | -7.3% | +76.9% | +72.6% |
| 3Y | +78.8% | +42.3% | +36.6% | +45.3% |
| 5Y | +113.1% | +13.5% | +99.6% | +89.1% |
| 10Y | +505.9% | +144.0% | +361.8% | +256.9% |
| All | +210.6% | +260.9% | -50.2% | +58.9% |
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