+91.7%
BKNG vs A
-16.5%
+108.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.9% |
| 7D | -10.7% | -4.6% | -6.1% | -9.1% |
| 30D | -18.1% | -4.3% | -13.8% | -16.9% |
| 3M | +8.5% | +8.9% | -0.4% | +5.0% |
| 6M | -0.1% | +24.5% | -24.6% | -8.5% |
| YTD | -18.2% | +5.8% | -24.0% | -20.5% |
| 1Y | -19.9% | +16.2% | -36.1% | -25.1% |
| 3Y | +41.6% | +28.5% | +13.2% | +21.7% |
| All | +91.7% | -16.5% | +108.2% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling