+209.9%
BKNG vs ADI
+634.8%
-424.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +1.0% |
| 7D | -10.7% | +1.3% | -12.0% | -11.2% |
| 30D | -18.1% | -6.0% | -12.1% | -16.0% |
| 3M | +8.5% | -7.7% | +16.2% | +10.7% |
| 6M | -0.1% | +14.0% | -14.0% | -9.2% |
| YTD | -18.2% | +34.4% | -52.6% | -31.8% |
| 1Y | -19.9% | +48.0% | -67.8% | -36.4% |
| 3Y | +41.6% | +113.3% | -71.7% | -11.4% |
| 5Y | +93.1% | +131.1% | -38.0% | +13.2% |
| All | +209.9% | +634.8% | -424.9% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling