+209.9%
BKNG vs ALLE
+154.9%
+55.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -10.7% | -2.8% | -7.9% | -9.3% |
| 30D | -18.1% | -10.2% | -7.9% | -13.5% |
| 3M | +8.5% | +17.4% | -8.9% | -0.5% |
| 6M | -0.1% | +3.3% | -3.4% | -2.5% |
| YTD | -18.2% | -4.2% | -14.0% | -17.7% |
| 1Y | -19.9% | -10.5% | -9.3% | -16.6% |
| 3Y | +41.6% | +45.4% | -3.8% | +9.8% |
| 5Y | +93.1% | +11.9% | +81.2% | +69.4% |
| All | +209.9% | +154.9% | +55.0% | +87.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling