+1,557.1%
ASML vs BKNG
+165.1%
+1,392.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.3% |
| 7D | +4.9% | -0.7% | +5.6% | +5.3% |
| 30D | -9.3% | -0.7% | -8.6% | -9.9% |
| 3M | -19.0% | -25.0% | +6.0% | -8.5% |
| 6M | -5.2% | +3.4% | -8.7% | -11.3% |
| YTD | +40.6% | -25.0% | +65.6% | +53.6% |
| 1Y | +47.5% | -20.7% | +68.2% | +55.7% |
| 3Y | +133.9% | +30.9% | +102.9% | +84.1% |
| 5Y | +83.8% | +66.6% | +17.2% | +23.6% |
| All | +1,557.1% | +165.1% | +1,392.0% | +737.8% |
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