+527.5%
APP vs BKNG
+65.5%
+461.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.0% | +4.9% | +4.7% |
| 7D | +4.6% | -0.7% | +5.2% | +5.1% |
| 30D | +56.0% | -0.7% | +56.7% | +55.8% |
| 3M | +30.8% | -25.0% | +55.9% | +60.5% |
| 6M | -9.8% | +3.4% | -13.2% | -14.9% |
| YTD | -39.3% | -25.0% | -14.3% | -26.6% |
| 1Y | -26.4% | -20.7% | -5.8% | -15.1% |
| 3Y | +887.9% | +30.9% | +857.0% | +663.1% |
| 5Y | +264.1% | +66.6% | +197.5% | +121.1% |
| All | +527.5% | +65.5% | +461.9% | +266.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 BKNG 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