+23,524.4%
BKNG vs AGI
+5,269.5%
+18,254.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.3% | +3.8% | +0.7% |
| 7D | -10.7% | -5.3% | -5.4% | -10.4% |
| 30D | -18.1% | +6.8% | -24.9% | -18.4% |
| 3M | +8.5% | +8.3% | +0.2% | +8.0% |
| 6M | -0.1% | -29.2% | +29.2% | +1.2% |
| YTD | -18.2% | -7.3% | -11.0% | -18.4% |
| 1Y | -19.9% | +8.0% | -27.9% | -20.8% |
| 3Y | +41.6% | +206.6% | -165.0% | +32.5% |
| 5Y | +93.1% | +398.1% | -305.0% | +75.9% |
| 10Y | +214.8% | +384.0% | -169.2% | +179.6% |
| All | +23,524.4% | +5,269.5% | +18,254.8% | +13,911.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling