+39.5%
BKNG vs AG
+249.7%
-210.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | -0.1% |
| 7D | -10.0% | -6.7% | -3.3% | -9.8% |
| 30D | -18.1% | +2.2% | -20.2% | -18.2% |
| 3M | +6.3% | +15.7% | -9.4% | +5.8% |
| 6M | +0.8% | -23.8% | +24.6% | +1.2% |
| YTD | -18.4% | +17.6% | -36.1% | -19.8% |
| 1Y | -20.4% | +88.6% | -109.0% | -23.9% |
| 3Y | +39.5% | +253.4% | -213.9% | +30.6% |
| All | +39.5% | +249.7% | -210.2% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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