+49.2%
BP vs ALLE
+93.1%
-43.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.6% | -0.1% |
| 7D | -6.9% | -0.6% | -6.2% | -6.8% |
| 30D | -3.6% | +26.6% | -30.2% | -5.9% |
| 3M | +8.4% | +13.2% | -4.7% | +7.0% |
| 6M | +5.3% | +42.9% | -37.5% | +0.6% |
| YTD | +33.2% | +21.0% | +12.1% | +31.1% |
| 1Y | +28.2% | +15.2% | +13.0% | +27.7% |
| 3Y | +49.2% | +95.6% | -46.4% | +23.0% |
| All | +49.2% | +93.1% | -43.8% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling