-20.2%
BKNG vs AA
+57.0%
-77.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +0.3% |
| 7D | -10.7% | -5.4% | -5.3% | -10.9% |
| 30D | -18.1% | -10.7% | -7.4% | -18.4% |
| 3M | +8.5% | -26.2% | +34.7% | +7.6% |
| 6M | -0.1% | -20.9% | +20.9% | -1.1% |
| YTD | -18.2% | -8.6% | -9.6% | -18.9% |
| All | -20.2% | +57.0% | -77.2% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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