+93.1%
BKNG vs ALB
-48.1%
+141.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.5% | +1.0% |
| 7D | -10.7% | -7.6% | -3.1% | -9.5% |
| 30D | -18.1% | -5.6% | -12.5% | -17.4% |
| 3M | +8.5% | -16.8% | +25.4% | +11.4% |
| 6M | -0.1% | -26.3% | +26.3% | +3.6% |
| YTD | -18.2% | -13.2% | -5.0% | -18.6% |
| 1Y | -19.9% | +68.8% | -88.7% | -31.3% |
| 3Y | +41.6% | -30.7% | +72.3% | +42.6% |
| 5Y | +93.1% | -46.3% | +139.4% | +99.5% |
| All | +93.1% | -48.1% | +141.2% | +99.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling