-13.6%
BKNG vs ADI
+76.5%
-90.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.2% | +13.1% | +9.8% |
| 7D | +15.6% | -5.1% | +20.7% | +15.6% |
| 30D | +8.0% | -3.1% | +11.1% | +8.1% |
| 3M | -11.8% | +7.1% | -18.9% | -12.2% |
| 6M | +3.8% | +2.9% | +0.8% | +2.1% |
| YTD | -19.6% | +51.1% | -70.7% | -33.3% |
| 1Y | -13.6% | +79.3% | -92.9% | -35.0% |
| All | -13.6% | +76.5% | -90.1% | -35.0% |
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