+91.7%
BKNG vs ACN
-44.0%
+135.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | 0.0% |
| 7D | -10.7% | -7.9% | -2.8% | -7.4% |
| 30D | -18.1% | -1.1% | -17.0% | -17.8% |
| 3M | +8.5% | +5.6% | +2.9% | +4.6% |
| 6M | -0.1% | -9.9% | +9.9% | +2.9% |
| YTD | -18.2% | -32.3% | +14.1% | -4.3% |
| 1Y | -19.9% | -25.3% | +5.5% | -10.9% |
| 3Y | +41.6% | -42.3% | +83.9% | +70.6% |
| All | +91.7% | -44.0% | +135.7% | +119.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling