+378.5%
APP vs BKNG
+86.6%
+292.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.7% | +4.1% | +2.4% |
| 7D | +0.1% | -7.9% | +8.0% | +6.3% |
| 30D | -10.0% | -15.9% | +5.9% | +2.2% |
| 3M | -44.6% | +11.1% | -55.7% | -50.1% |
| 6M | -37.9% | -0.7% | -37.2% | -39.0% |
| YTD | -53.7% | -15.4% | -38.3% | -48.4% |
| 1Y | -43.0% | -18.5% | -24.4% | -35.5% |
| 3Y | +640.8% | +46.5% | +594.3% | +430.7% |
| 5Y | +358.8% | +98.8% | +260.1% | +151.5% |
| All | +378.5% | +86.6% | +292.0% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling