-6.1%
BKNG vs ADVB
-88.9%
+82.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.1% | -3.6% | +0.5% |
| 7D | -10.7% | -5.9% | -4.8% | -10.7% |
| 30D | -18.1% | +13.9% | -32.0% | -18.0% |
| 3M | +8.5% | +127.3% | -118.8% | +7.2% |
| 6M | -0.1% | +77.0% | -77.1% | -1.1% |
| YTD | -18.2% | +51.5% | -69.8% | -18.6% |
| 1Y | -19.9% | -11.3% | -8.5% | -18.6% |
| All | -6.1% | -88.9% | +82.9% | +14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling