+209.9%
BKNG vs ACN
+91.1%
+118.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | -0.1% |
| 7D | -10.7% | -7.9% | -2.8% | -6.8% |
| 30D | -18.1% | -1.1% | -17.0% | -17.8% |
| 3M | +8.5% | +5.6% | +2.9% | +3.6% |
| 6M | -0.1% | -9.9% | +9.9% | +3.0% |
| YTD | -18.2% | -32.3% | +14.1% | -2.0% |
| 1Y | -19.9% | -25.3% | +5.5% | -9.7% |
| 3Y | +41.6% | -42.3% | +83.9% | +76.6% |
| 5Y | +93.1% | -43.5% | +136.6% | +138.3% |
| All | +209.9% | +91.1% | +118.8% | +105.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACN.
Daily Out/Under-Performance
Portfolio return minus ACN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACN 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 10y: compounded portfolio wealth divided by compounded ACN 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…
10y analysis · Full analysis span regression · 6 months rolling