+25.9%
BAC vs BKNG
-19.9%
+45.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.3% |
| 7D | -0.3% | -10.7% | +10.4% | +1.5% |
| 30D | -1.8% | -18.1% | +16.4% | +1.3% |
| 3M | +15.3% | +8.5% | +6.8% | +13.1% |
| 6M | +30.2% | -0.1% | +30.2% | +29.1% |
| YTD | +15.6% | -18.2% | +33.8% | +17.8% |
| All | +25.9% | -19.9% | +45.8% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling