+91.7%
BKNG vs ADM
+65.6%
+26.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.5% |
| 7D | -10.7% | +3.0% | -13.7% | -11.0% |
| 30D | -18.1% | +8.7% | -26.8% | -19.1% |
| 3M | +8.5% | +7.6% | +0.9% | +7.1% |
| 6M | -0.1% | +26.9% | -26.9% | -4.5% |
| YTD | -18.2% | +54.3% | -72.5% | -25.1% |
| 1Y | -19.9% | +45.7% | -65.5% | -25.9% |
| 3Y | +41.6% | +21.9% | +19.7% | +35.4% |
| All | +91.7% | +65.6% | +26.1% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling