+23.4%
BKNG vs ALAB
+471.8%
-448.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +4.0% | -7.9% | -4.0% |
| 7D | -13.1% | +9.6% | -22.7% | -13.5% |
| 30D | -18.5% | -5.3% | -13.3% | -18.4% |
| 3M | +5.8% | -12.0% | +17.8% | +5.4% |
| 6M | -2.1% | +145.7% | -147.8% | -10.5% |
| YTD | -18.6% | +80.7% | -99.3% | -24.6% |
| 1Y | -21.7% | +40.1% | -61.8% | -26.5% |
| All | +23.4% | +471.8% | -448.4% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling