+68.3%
BKNG vs ALLE
+52.7%
+15.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.8% |
| 7D | -4.5% | +1.6% | -6.0% | -5.1% |
| 30D | +2.3% | +24.1% | -21.7% | -6.7% |
| 3M | -23.9% | +14.8% | -38.7% | -28.3% |
| 6M | +0.9% | +45.9% | -45.0% | -14.4% |
| YTD | -24.2% | +20.7% | -45.0% | -31.0% |
| 1Y | -21.4% | +14.2% | -35.6% | -26.7% |
| 3Y | +34.2% | +90.7% | -56.5% | -5.7% |
| 5Y | +68.3% | +50.6% | +17.7% | +34.8% |
| All | +68.3% | +52.7% | +15.5% | +34.8% |
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