+103.9%
BP vs ALLE
+49.9%
+54.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.6% | -0.2% |
| 7D | -11.6% | -0.6% | -11.1% | -11.6% |
| 30D | 0.0% | +25.3% | -25.3% | -4.0% |
| 3M | +6.7% | +10.3% | -3.5% | +4.7% |
| 6M | +2.2% | +38.0% | -35.9% | -4.6% |
| YTD | +33.0% | +17.8% | +15.2% | +28.4% |
| 1Y | +30.7% | +13.6% | +17.1% | +27.3% |
| 3Y | +44.2% | +89.2% | -45.0% | +20.3% |
| All | +103.9% | +49.9% | +54.0% | +80.8% |
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