+39.1%
BKNG vs ALB
-29.2%
+68.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.8% | -1.0% | -3.6% |
| 7D | -13.1% | -8.6% | -4.5% | -12.4% |
| 30D | -18.5% | -4.0% | -14.5% | -18.3% |
| 3M | +5.8% | -17.4% | +23.1% | +7.4% |
| 6M | -2.1% | -25.4% | +23.3% | -0.3% |
| YTD | -18.6% | -10.5% | -8.1% | -19.1% |
| 1Y | -21.7% | +75.8% | -97.5% | -28.7% |
| All | +39.1% | -29.2% | +68.4% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling