+15,216.0%
BKNG vs AGG
+96.1%
+15,119.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.4% |
| 7D | -10.7% | -0.9% | -9.7% | -10.8% |
| 30D | -18.1% | -1.0% | -17.1% | -18.3% |
| 3M | +8.5% | -1.3% | +9.8% | +8.2% |
| 6M | -0.1% | -2.1% | +2.0% | -0.5% |
| YTD | -18.2% | -1.2% | -17.0% | -18.4% |
| 1Y | -19.9% | -0.5% | -19.4% | -19.9% |
| 3Y | +41.6% | +12.4% | +29.2% | +45.6% |
| 5Y | +93.1% | -2.4% | +95.5% | +86.2% |
| 10Y | +214.8% | +14.3% | +200.5% | +233.8% |
| All | +15,216.0% | +96.1% | +15,119.9% | +22,443.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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