+91.0%
BKNG vs ALLE
+11.9%
+79.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -2.7% |
| 7D | -13.1% | -2.2% | -11.0% | -12.3% |
| 30D | -18.5% | -8.3% | -10.2% | -15.5% |
| 3M | +5.8% | +16.3% | -10.5% | -0.9% |
| 6M | -2.1% | +1.8% | -3.9% | -3.3% |
| YTD | -18.6% | -3.9% | -14.7% | -18.3% |
| 1Y | -21.7% | -10.0% | -11.6% | -19.2% |
| 3Y | +40.9% | +45.8% | -5.0% | +12.4% |
| 5Y | +91.0% | +13.3% | +77.7% | +63.4% |
| All | +91.0% | +11.9% | +79.1% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling