+790.5%
BKNG vs AA
+48.3%
+742.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.0% | -1.9% | -3.2% |
| 7D | -13.1% | -0.6% | -12.5% | -13.0% |
| 30D | -18.5% | -1.6% | -17.0% | -18.5% |
| 3M | +5.8% | -29.8% | +35.6% | +15.9% |
| 6M | -2.1% | -16.6% | +14.5% | -0.3% |
| YTD | -18.6% | -4.0% | -14.6% | -21.7% |
| 1Y | -21.7% | +63.5% | -85.2% | -37.6% |
| 3Y | +40.9% | +86.8% | -45.9% | -1.3% |
| 5Y | +91.0% | +12.4% | +78.6% | +43.1% |
| 10Y | +213.2% | +132.3% | +80.8% | +42.1% |
| All | +790.5% | +48.3% | +742.2% | +444.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling