+94.5%
BP vs ALLE
+260.9%
-166.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | +3.9% | -0.2% | +4.2% | +3.9% |
| 30D | +7.6% | -6.8% | +14.4% | +10.4% |
| 3M | +0.7% | +21.0% | -20.3% | -7.7% |
| 6M | +15.5% | +1.1% | +14.4% | +13.2% |
| YTD | +30.8% | -0.5% | +31.4% | +28.5% |
| 1Y | +34.3% | -7.3% | +41.6% | +35.5% |
| 3Y | +35.1% | +42.3% | -7.2% | +9.9% |
| 5Y | +126.8% | +13.5% | +113.4% | +100.5% |
| 10Y | +123.4% | +144.0% | -20.7% | +36.1% |
| All | +94.5% | +260.9% | -166.4% | +3.1% |
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