-13.6%
BKNG vs ABT
-4.8%
-8.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.6% | +4.2% | +7.5% |
| 7D | +15.6% | +12.5% | +3.0% | +10.7% |
| 30D | +8.0% | +16.1% | -8.1% | +2.3% |
| 3M | -11.8% | +10.2% | -22.0% | -14.6% |
| 6M | +3.8% | +33.7% | -29.9% | -4.7% |
| YTD | -19.6% | -5.5% | -14.1% | -19.7% |
| 1Y | -13.6% | -5.9% | -7.7% | -13.4% |
| All | -13.6% | -4.8% | -8.8% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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