+259.7%
BAC vs BKNG
+880.7%
-621.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.3% | +1.1% |
| 7D | +0.6% | -13.1% | +13.7% | +3.1% |
| 30D | -1.4% | -18.5% | +17.2% | +2.2% |
| 3M | +15.7% | +5.8% | +10.0% | +14.2% |
| 6M | +32.2% | -2.1% | +34.3% | +31.9% |
| YTD | +15.8% | -18.6% | +34.4% | +19.0% |
| 1Y | +27.3% | -21.7% | +48.9% | +31.5% |
| 3Y | +137.5% | +40.9% | +96.6% | +120.4% |
| 5Y | +73.1% | +91.0% | -17.9% | +51.0% |
| 10Y | +397.7% | +213.2% | +184.6% | +301.6% |
| All | +259.7% | +880.7% | -621.0% | +71.9% |
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