+24.1%
BKNG vs ALAB
+441.3%
-417.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +0.8% |
| 7D | -10.7% | +0.6% | -11.3% | -10.7% |
| 30D | -18.1% | -8.8% | -9.3% | -17.8% |
| 3M | +8.5% | -14.0% | +22.5% | +8.2% |
| 6M | -0.1% | +144.3% | -144.3% | -8.8% |
| YTD | -18.2% | +71.0% | -89.3% | -24.0% |
| 1Y | -19.9% | +23.5% | -43.4% | -24.0% |
| All | +24.1% | +441.3% | -417.3% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling