-13.6%
BKNG vs ALB
+4.7%
-18.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +5.3% | +4.5% | +9.7% |
| 7D | +15.6% | -2.1% | +17.6% | +15.5% |
| 30D | +8.0% | -9.0% | +17.0% | +8.1% |
| 3M | -11.8% | -21.1% | +9.3% | -11.4% |
| 6M | +3.8% | -49.9% | +53.7% | +5.4% |
| YTD | -19.6% | -32.3% | +12.7% | -20.0% |
| 1Y | -13.6% | +8.6% | -22.2% | -16.5% |
| All | -13.6% | +4.7% | -18.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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