+91.7%
BKNG vs AA
+1.2%
+90.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.3% |
| 7D | -10.7% | -5.4% | -5.3% | -9.9% |
| 30D | -18.1% | -10.7% | -7.4% | -16.7% |
| 3M | +8.5% | -26.2% | +34.7% | +13.6% |
| 6M | -0.1% | -20.9% | +20.9% | +1.9% |
| YTD | -18.2% | -8.6% | -9.6% | -19.6% |
| 1Y | -19.9% | +57.4% | -77.3% | -30.7% |
| 3Y | +41.6% | +77.8% | -36.2% | +12.2% |
| All | +91.7% | +1.2% | +90.5% | +60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling