-2.8%
BKNG vs ADVB
-88.8%
+85.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.8% | -2.9% | -6.7% |
| 7D | -7.9% | -14.0% | +6.1% | -8.0% |
| 30D | -15.9% | +41.0% | -56.9% | -15.6% |
| 3M | +11.1% | +127.9% | -116.8% | +9.8% |
| 6M | -0.7% | +101.3% | -102.0% | -2.2% |
| YTD | -15.4% | +53.8% | -69.2% | -15.8% |
| 1Y | -18.5% | +4.4% | -22.9% | -18.1% |
| All | -2.8% | -88.8% | +85.9% | +18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling