-12.8%
BKNG vs ALB
+60.9%
-73.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.5% | -0.9% |
| 7D | -6.0% | -8.1% | +2.1% | -5.9% |
| 30D | -6.6% | +6.3% | -12.9% | -6.6% |
| 3M | +15.7% | -23.6% | +39.3% | +16.5% |
| 6M | +14.1% | -24.6% | +38.8% | +14.2% |
| YTD | -9.3% | -10.3% | +0.9% | -9.7% |
| 1Y | -12.8% | +61.5% | -74.2% | -15.5% |
| All | -12.8% | +60.9% | -73.7% | -15.5% |
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