+128.9%
ASML vs BKNG
+42.4%
+86.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.8% | +9.8% | +6.3% |
| 7D | -9.0% | +8.5% | -17.5% | -11.4% |
| 30D | -21.0% | +3.1% | -24.0% | -22.1% |
| 3M | -16.3% | -22.3% | +6.0% | -10.0% |
| 6M | -7.5% | -4.1% | -3.5% | -10.5% |
| YTD | +34.0% | -24.5% | +58.4% | +46.6% |
| 1Y | +39.3% | -17.3% | +56.5% | +43.5% |
| 3Y | +128.9% | +38.4% | +90.5% | +55.8% |
| All | +128.9% | +42.4% | +86.5% | +55.8% |
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 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