-2.1%
BKNG vs AA
-11.8%
+9.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.9% | -4.0% |
| 7D | -13.1% | -0.6% | -12.5% | -13.1% |
| 30D | -18.5% | -1.6% | -17.0% | -18.5% |
| 3M | +5.8% | -29.8% | +35.6% | +3.5% |
| 6M | -2.1% | -16.6% | +14.5% | -4.1% |
| All | -2.1% | -11.8% | +9.7% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling