+825.7%
BKNG vs ALB
+1,977.9%
-1,152.2%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +2.6% | -9.3% | -7.6% |
| 7D | -7.9% | -4.4% | -3.5% | -6.6% |
| 30D | -15.9% | -1.2% | -14.7% | -15.9% |
| 3M | +11.1% | -13.3% | +24.4% | +14.8% |
| 6M | -0.7% | -19.8% | +19.1% | +3.1% |
| YTD | -15.4% | -7.9% | -7.5% | -17.5% |
| 1Y | -18.5% | +60.2% | -78.7% | -35.8% |
| 3Y | +46.5% | -26.4% | +72.9% | +34.9% |
| 5Y | +98.8% | -42.5% | +141.3% | +88.3% |
| 10Y | +218.4% | +83.0% | +135.4% | +66.6% |
| All | +825.7% | +1,977.9% | -1,152.2% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling