+12,081.2%
ASML vs BKNG
+993.0%
+11,088.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.4% |
| 7D | +1.1% | -6.0% | +7.1% | +2.6% |
| 30D | +2.2% | -6.6% | +8.8% | +3.7% |
| 3M | -2.3% | +15.7% | -18.0% | -6.7% |
| 6M | +23.0% | +14.1% | +8.8% | +17.3% |
| YTD | +61.1% | -9.3% | +70.4% | +62.1% |
| 1Y | +129.1% | -12.8% | +141.9% | +132.2% |
| 3Y | +165.4% | +58.4% | +106.9% | +133.2% |
| 5Y | +109.5% | +114.1% | -4.7% | +71.4% |
| 10Y | +1,645.7% | +246.8% | +1,398.9% | +1,167.4% |
| All | +12,081.2% | +993.0% | +11,088.2% | +3,440.9% |
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 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