+39.8%
BKNG vs ACN
-42.6%
+82.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.1% |
| 7D | -10.7% | -7.9% | -2.8% | -8.2% |
| 30D | -18.1% | -1.1% | -17.0% | -17.9% |
| 3M | +8.5% | +5.6% | +2.9% | +5.6% |
| 6M | -0.1% | -9.9% | +9.9% | +2.1% |
| YTD | -18.2% | -32.3% | +14.1% | -8.5% |
| 1Y | -19.9% | -25.3% | +5.5% | -13.2% |
| All | +39.8% | -42.6% | +82.5% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling