+8,044.5%
BKNG vs ACM
+228.1%
+7,816.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.8% | -5.9% | -6.4% |
| 7D | -7.9% | -0.3% | -7.6% | -7.7% |
| 30D | -15.9% | -12.9% | -3.0% | -11.4% |
| 3M | +11.1% | -6.4% | +17.5% | +13.3% |
| 6M | -0.7% | -29.2% | +28.5% | +13.5% |
| YTD | -15.4% | -29.9% | +14.5% | -3.5% |
| 1Y | -18.5% | -47.3% | +28.7% | +4.3% |
| 3Y | +46.5% | -19.6% | +66.1% | +54.0% |
| 5Y | +98.8% | +5.5% | +93.2% | +85.7% |
| 10Y | +218.4% | +129.7% | +88.7% | +100.8% |
| All | +8,044.5% | +228.1% | +7,816.4% | +3,494.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling