+825.7%
BKNG vs ACGL
+5,939.1%
-5,113.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.3% | -5.8% |
| 7D | -7.9% | -2.9% | -4.9% | -6.8% |
| 30D | -15.9% | -2.8% | -13.1% | -15.0% |
| 3M | +11.1% | +6.8% | +4.3% | +8.4% |
| 6M | -0.7% | -1.5% | +0.8% | -0.3% |
| YTD | -15.4% | -0.2% | -15.2% | -15.7% |
| 1Y | -18.5% | +5.3% | -23.8% | -20.5% |
| 3Y | +46.5% | +30.3% | +16.2% | +29.2% |
| 5Y | +98.8% | +151.8% | -53.1% | +36.4% |
| 10Y | +218.4% | +266.9% | -48.5% | +90.4% |
| All | +825.7% | +5,939.1% | -5,113.4% | +279.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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