+795.1%
BKNG vs ADP
+1,372.3%
-577.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -10.7% | -5.7% | -4.9% | -7.2% |
| 30D | -18.1% | -1.4% | -16.7% | -17.3% |
| 3M | +8.5% | +16.6% | -8.0% | -1.6% |
| 6M | -0.1% | +24.9% | -25.0% | -13.9% |
| YTD | -18.2% | +5.6% | -23.8% | -21.5% |
| 1Y | -19.9% | -6.0% | -13.8% | -17.6% |
| 3Y | +41.6% | +14.5% | +27.2% | +26.9% |
| 5Y | +93.1% | +47.9% | +45.2% | +44.8% |
| 10Y | +214.8% | +282.0% | -67.2% | +22.5% |
| All | +795.1% | +1,372.3% | -577.2% | +30.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling