-13.6%
BKNG vs A
+24.4%
-38.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.0% | +8.9% | +9.5% |
| 7D | +15.6% | -2.4% | +17.9% | +16.4% |
| 30D | +8.0% | +3.6% | +4.4% | +6.6% |
| 3M | -11.8% | +27.5% | -39.2% | -19.3% |
| 6M | +3.8% | +58.5% | -54.7% | -12.9% |
| YTD | -19.6% | +31.2% | -50.8% | -25.3% |
| 1Y | -13.6% | +22.2% | -35.8% | -17.3% |
| All | -13.6% | +24.4% | -38.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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