+209.2%
BKNG vs ALLY
+189.7%
+19.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -10.0% | -3.8% | -6.2% | -8.6% |
| 30D | -18.1% | -4.9% | -13.1% | -16.4% |
| 3M | +6.3% | -2.6% | +8.9% | +7.4% |
| 6M | +0.8% | +15.7% | -14.9% | -5.0% |
| YTD | -18.4% | -5.2% | -13.3% | -17.0% |
| 1Y | -20.4% | +2.8% | -23.2% | -21.9% |
| 3Y | +39.5% | +63.4% | -23.9% | +8.7% |
| 5Y | +92.7% | -2.6% | +95.2% | +79.5% |
| All | +209.2% | +189.7% | +19.5% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling