-13.6%
BKNG vs ADVB
-76.7%
+63.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.5% | +14.4% | +9.7% |
| 7D | +15.6% | -29.5% | +45.1% | +14.6% |
| 30D | +8.0% | -66.9% | +74.9% | +5.0% |
| 3M | -11.8% | -73.7% | +61.9% | -14.5% |
| 6M | +3.8% | -64.8% | +68.5% | +2.6% |
| YTD | -19.6% | -64.0% | +44.4% | -17.8% |
| 1Y | -13.6% | -77.0% | +63.4% | -7.0% |
| All | -13.6% | -76.7% | +63.1% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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