+335.4%
AVGO vs BKNG
+41.2%
+294.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +1.0% | -10.7% | +11.7% | +5.4% |
| 30D | -13.3% | -18.1% | +4.8% | -6.5% |
| 3M | -2.9% | +8.5% | -11.4% | -9.3% |
| 6M | +5.7% | -0.1% | +5.8% | +1.6% |
| YTD | +4.6% | -18.2% | +22.9% | +13.3% |
| 1Y | -1.6% | -19.9% | +18.2% | +7.2% |
| All | +335.4% | +41.2% | +294.2% | +203.7% |
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