-20.2%
BKNG vs ACM
-49.3%
+29.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.9% |
| 7D | -10.7% | -5.9% | -4.8% | -9.5% |
| 30D | -18.1% | -6.2% | -11.9% | -17.1% |
| 3M | +8.5% | -7.9% | +16.4% | +10.2% |
| 6M | -0.1% | -30.6% | +30.6% | +6.9% |
| YTD | -18.2% | -33.3% | +15.1% | -11.8% |
| All | -20.2% | -49.3% | +29.1% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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