+306.4%
APP vs BKNG
+91.0%
+215.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.6% | +2.7% |
| 7D | +0.3% | -10.7% | +10.9% | +9.3% |
| 30D | -1.3% | -18.1% | +16.8% | +14.8% |
| 3M | -36.2% | +8.5% | -44.7% | -41.7% |
| 6M | -34.1% | -0.1% | -34.1% | -35.9% |
| YTD | -53.3% | -18.2% | -35.1% | -46.4% |
| 1Y | -44.5% | -19.9% | -24.7% | -36.3% |
| 3Y | +646.7% | +41.6% | +605.0% | +436.1% |
| 5Y | +306.4% | +93.1% | +213.3% | +112.1% |
| All | +306.4% | +91.0% | +215.4% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling