+209.9%
BKNG vs ABT
+205.4%
+4.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.2% |
| 7D | -10.7% | -5.0% | -5.7% | -8.7% |
| 30D | -18.1% | -5.8% | -12.3% | -16.0% |
| 3M | +8.5% | +16.7% | -8.2% | +1.9% |
| 6M | -0.1% | -5.2% | +5.2% | +1.9% |
| YTD | -18.2% | -16.0% | -2.3% | -12.9% |
| 1Y | -19.9% | -18.3% | -1.6% | -13.8% |
| 3Y | +41.6% | +9.2% | +32.4% | +31.4% |
| 5Y | +93.1% | -11.6% | +104.7% | +94.8% |
| All | +209.9% | +205.4% | +4.5% | +85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling