+39.1%
BKNG vs ALLY
+63.1%
-24.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.1% | -2.7% | -3.5% |
| 7D | -13.1% | -1.9% | -11.2% | -12.5% |
| 30D | -18.5% | -4.5% | -14.1% | -17.3% |
| 3M | +5.8% | -2.8% | +8.6% | +6.7% |
| 6M | -2.1% | +10.3% | -12.4% | -5.0% |
| YTD | -18.6% | -5.7% | -13.0% | -17.5% |
| 1Y | -21.7% | +3.9% | -25.6% | -22.9% |
| All | +39.1% | +63.1% | -24.0% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling