+91.7%
BKNG vs AG
+68.6%
+23.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.4% | +0.9% |
| 7D | -10.7% | -5.8% | -4.9% | -10.3% |
| 30D | -18.1% | +6.4% | -24.5% | -18.6% |
| 3M | +8.5% | +28.4% | -19.8% | +6.2% |
| 6M | -0.1% | -24.5% | +24.4% | +1.2% |
| YTD | -18.2% | +21.2% | -39.4% | -21.3% |
| 1Y | -19.9% | +114.1% | -134.0% | -27.9% |
| 3Y | +41.6% | +268.0% | -226.4% | +14.7% |
| All | +91.7% | +68.6% | +23.1% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling