+133.9%
ASML vs BKNG
+32.7%
+101.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +4.9% | -0.7% | +5.6% | +5.1% |
| 30D | -9.3% | -0.7% | -8.6% | -9.5% |
| 3M | -19.0% | -25.0% | +6.0% | -11.9% |
| 6M | -5.2% | +3.4% | -8.7% | -11.4% |
| YTD | +40.6% | -25.0% | +65.6% | +54.1% |
| 1Y | +47.5% | -20.7% | +68.2% | +55.8% |
| 3Y | +133.9% | +30.9% | +102.9% | +66.9% |
| All | +133.9% | +32.7% | +101.2% | +66.9% |
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