+337.5%
BKNG vs ALLE
+260.9%
+76.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.5% |
| 7D | -6.0% | -0.2% | -5.8% | -5.9% |
| 30D | -6.6% | -6.8% | +0.2% | -3.2% |
| 3M | +15.7% | +21.0% | -5.3% | +4.2% |
| 6M | +14.1% | +1.1% | +13.0% | +12.4% |
| YTD | -9.3% | -0.5% | -8.8% | -10.6% |
| 1Y | -12.8% | -7.3% | -5.5% | -11.0% |
| 3Y | +58.4% | +42.3% | +16.2% | +24.2% |
| 5Y | +114.1% | +13.5% | +100.7% | +86.3% |
| 10Y | +246.8% | +144.0% | +102.8% | +91.6% |
| All | +337.5% | +260.9% | +76.7% | +95.8% |
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 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