-20.2%
BKNG vs ALAB
+21.7%
-41.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +0.4% |
| 7D | -10.7% | +0.6% | -11.3% | -10.6% |
| 30D | -18.1% | -8.8% | -9.3% | -18.2% |
| 3M | +8.5% | -14.0% | +22.5% | +8.3% |
| 6M | -0.1% | +144.3% | -144.3% | -0.7% |
| YTD | -18.2% | +71.0% | -89.3% | -19.6% |
| All | -20.2% | +21.7% | -41.9% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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