+11,718.4%
BKNG vs AG
+439.9%
+11,278.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.0% | -5.7% | -6.6% |
| 7D | -7.9% | +4.5% | -12.3% | -8.2% |
| 30D | -15.9% | +12.9% | -28.8% | -16.9% |
| 3M | +11.1% | +20.9% | -9.9% | +8.9% |
| 6M | -0.7% | -19.5% | +18.8% | +0.1% |
| YTD | -15.4% | +24.8% | -40.2% | -18.7% |
| 1Y | -18.5% | +120.2% | -138.8% | -26.2% |
| 3Y | +46.5% | +279.0% | -232.6% | +22.3% |
| 5Y | +98.8% | +67.9% | +30.8% | +74.8% |
| 10Y | +218.4% | +57.5% | +160.9% | +162.6% |
| All | +11,718.4% | +439.9% | +11,278.4% | +6,090.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling