-12.8%
BKNG vs ADI
+50.9%
-63.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.1% |
| 7D | -6.0% | +0.4% | -6.4% | -6.0% |
| 30D | -6.6% | -3.8% | -2.8% | -6.4% |
| 3M | +15.7% | -15.3% | +30.9% | +17.6% |
| 6M | +14.1% | +6.7% | +7.5% | +6.8% |
| YTD | -9.3% | +34.8% | -44.1% | -22.3% |
| 1Y | -12.8% | +49.0% | -61.8% | -28.0% |
| All | -12.8% | +50.9% | -63.7% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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