+11.1%
BKNG vs ABT
+17.4%
-6.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.6% | -4.1% | -5.4% |
| 7D | -7.9% | -3.1% | -4.7% | -6.3% |
| 30D | -15.9% | -2.1% | -13.8% | -14.4% |
| 3M | +11.1% | +17.4% | -6.3% | +8.3% |
| All | +11.1% | +17.4% | -6.3% | +8.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling