-13.3%
BKNG vs AGI
+2.1%
-15.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -1.7% |
| 7D | +12.2% | +7.8% | +4.4% | +11.1% |
| 30D | +7.0% | -5.0% | +12.1% | +6.9% |
| 3M | -18.3% | -0.5% | -17.8% | -18.7% |
| 6M | +1.1% | -19.9% | +21.0% | +1.2% |
| YTD | -20.7% | -19.2% | -1.5% | -21.0% |
| 1Y | -13.3% | +0.6% | -13.9% | -18.2% |
| All | -13.3% | +2.1% | -15.4% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 1y: compounded portfolio wealth divided by compounded AGI 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…
1y analysis · Full analysis span regression · 6 months rolling