+265.8%
BKNG vs ALLE
+338.1%
-72.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.9% |
| 7D | -4.5% | +1.6% | -6.0% | -5.2% |
| 30D | +2.3% | +24.1% | -21.7% | -8.7% |
| 3M | -23.9% | +14.8% | -38.7% | -29.4% |
| 6M | +0.9% | +45.9% | -45.0% | -17.8% |
| YTD | -24.2% | +20.7% | -45.0% | -32.6% |
| 1Y | -21.4% | +14.2% | -35.6% | -28.1% |
| 3Y | +34.2% | +90.7% | -56.5% | -10.3% |
| 5Y | +68.3% | +50.6% | +17.7% | +25.7% |
| 10Y | +167.8% | +208.9% | -41.1% | +30.5% |
| All | +265.8% | +338.1% | -72.3% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling