+790.5%
BKNG vs ADM
+1,152.5%
-362.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.4% | -6.2% | -4.6% |
| 7D | -13.1% | +1.4% | -14.5% | -13.5% |
| 30D | -18.5% | +8.2% | -26.7% | -20.7% |
| 3M | +5.8% | +8.7% | -3.0% | +2.2% |
| 6M | -2.1% | +29.1% | -31.2% | -11.2% |
| YTD | -18.6% | +53.7% | -72.3% | -30.6% |
| 1Y | -21.7% | +43.2% | -64.9% | -31.9% |
| 3Y | +40.9% | +21.4% | +19.5% | +25.4% |
| 5Y | +91.0% | +67.1% | +23.9% | +49.0% |
| 10Y | +213.2% | +176.6% | +36.6% | +102.7% |
| All | +790.5% | +1,152.5% | -362.0% | +340.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling