+10,033.7%
ASML vs BKNG
+810.7%
+9,223.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.8% | +9.8% | +6.2% |
| 7D | -9.0% | +8.5% | -17.5% | -11.1% |
| 30D | -21.0% | +3.1% | -24.0% | -21.9% |
| 3M | -16.3% | -22.3% | +6.0% | -11.8% |
| 6M | -7.5% | -4.1% | -3.5% | -8.4% |
| YTD | +34.0% | -24.5% | +58.4% | +39.9% |
| 1Y | +39.3% | -17.3% | +56.5% | +42.0% |
| 3Y | +128.9% | +38.4% | +90.5% | +106.2% |
| 5Y | +76.1% | +57.0% | +19.1% | +54.0% |
| 10Y | +1,428.4% | +188.7% | +1,239.7% | +1,050.9% |
| All | +10,033.7% | +810.7% | +9,223.0% | +2,955.0% |
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