+91.7%
BKNG vs ABT
-12.1%
+103.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | -10.7% | -5.0% | -5.7% | -9.0% |
| 30D | -18.1% | -5.8% | -12.3% | -16.3% |
| 3M | +8.5% | +16.7% | -8.2% | +3.2% |
| 6M | -0.1% | -5.2% | +5.2% | +1.6% |
| YTD | -18.2% | -16.0% | -2.3% | -13.7% |
| 1Y | -19.9% | -18.3% | -1.6% | -14.7% |
| 3Y | +41.6% | +9.2% | +32.4% | +31.7% |
| All | +91.7% | -12.1% | +103.8% | +94.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling