+640.8%
APP vs BKNG
+47.8%
+593.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +4.1% | +2.4% |
| 7D | +0.1% | -7.9% | +8.0% | +6.2% |
| 30D | -10.0% | -15.9% | +5.9% | +2.0% |
| 3M | -44.6% | +11.1% | -55.7% | -50.3% |
| 6M | -37.9% | -0.7% | -37.2% | -39.2% |
| YTD | -53.7% | -15.4% | -38.3% | -48.2% |
| 1Y | -43.0% | -18.5% | -24.4% | -34.9% |
| 3Y | +640.8% | +46.5% | +594.3% | +423.3% |
| All | +640.8% | +47.8% | +593.0% | +423.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling