-13.6%
BKNG vs ADM
+29.8%
-43.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.5% | +9.9% |
| 7D | +15.6% | -8.3% | +23.8% | +13.8% |
| 30D | +8.0% | -14.1% | +22.1% | +5.1% |
| 3M | -11.8% | -10.7% | -1.0% | -13.2% |
| 6M | +3.8% | -5.9% | +9.7% | +2.7% |
| YTD | -19.6% | +25.8% | -45.4% | -21.4% |
| 1Y | -13.6% | +21.3% | -34.9% | -14.9% |
| All | -13.6% | +29.8% | -43.4% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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