-12.8%
BKNG vs ADP
-4.5%
-8.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.1% | +0.1% |
| 7D | -6.0% | -3.4% | -2.6% | -4.3% |
| 30D | -6.6% | +2.8% | -9.4% | -8.0% |
| 3M | +15.7% | +20.9% | -5.2% | +4.9% |
| 6M | +14.1% | +29.9% | -15.7% | +0.3% |
| YTD | -9.3% | +9.6% | -19.0% | -13.8% |
| 1Y | -12.8% | -5.3% | -7.5% | -15.9% |
| All | -12.8% | -4.5% | -8.2% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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