+98.4%
BP vs ALLE
+331.3%
-232.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.9% |
| 7D | -11.2% | 0.0% | -11.3% | -11.3% |
| 30D | -0.7% | +20.6% | -21.3% | -7.9% |
| 3M | +9.8% | +11.4% | -1.6% | +4.7% |
| 6M | -1.6% | +42.5% | -44.1% | -15.8% |
| YTD | +33.5% | +18.9% | +14.6% | +21.9% |
| 1Y | +31.7% | +14.2% | +17.6% | +22.3% |
| 3Y | +45.1% | +90.7% | -45.5% | +4.4% |
| 5Y | +105.9% | +52.5% | +53.4% | +59.5% |
| 10Y | +134.4% | +231.2% | -96.8% | +25.9% |
| All | +98.4% | +331.3% | -232.9% | -2.2% |
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