+926.7%
BKNG vs A
+434.5%
+492.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.2% |
| 7D | -13.1% | -4.4% | -8.7% | -11.2% |
| 30D | -18.5% | -2.7% | -15.9% | -17.6% |
| 3M | +5.8% | +7.0% | -1.3% | +2.2% |
| 6M | -2.1% | +24.6% | -26.7% | -12.6% |
| YTD | -18.6% | +7.0% | -25.7% | -22.2% |
| 1Y | -21.7% | +15.6% | -37.2% | -28.2% |
| 3Y | +40.9% | +29.9% | +11.0% | +17.9% |
| 5Y | +91.0% | -15.4% | +106.3% | +91.1% |
| 10Y | +213.2% | +248.9% | -35.7% | +58.3% |
| All | +926.7% | +434.5% | +492.3% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling