+46.5%
BKNG vs ALLE
+49.7%
-3.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -6.0% | -6.5% |
| 7D | -7.9% | +2.8% | -10.7% | -8.7% |
| 30D | -15.9% | -7.6% | -8.3% | -13.8% |
| 3M | +11.1% | +22.8% | -11.7% | +4.1% |
| 6M | -0.7% | +4.6% | -5.3% | -2.5% |
| YTD | -15.4% | -1.2% | -14.2% | -16.1% |
| 1Y | -18.5% | -9.1% | -9.4% | -16.9% |
| 3Y | +46.5% | +50.0% | -3.5% | +21.9% |
| All | +46.5% | +49.7% | -3.2% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling