-20.2%
BKNG vs ALLE
-11.2%
-9.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -10.7% | -2.8% | -7.9% | -9.9% |
| 30D | -18.1% | -10.2% | -7.9% | -15.8% |
| 3M | +8.5% | +17.4% | -8.9% | +5.1% |
| 6M | -0.1% | +3.3% | -3.4% | -1.9% |
| YTD | -18.2% | -4.2% | -14.0% | -20.2% |
| All | -20.2% | -11.2% | -9.0% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling