-20.2%
BKNG vs ALC
-14.0%
-6.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.6% |
| 7D | -10.7% | -7.7% | -3.0% | -7.9% |
| 30D | -18.1% | -11.7% | -6.4% | -14.3% |
| 3M | +8.5% | +0.7% | +7.9% | +8.5% |
| 6M | -0.1% | -17.1% | +17.0% | +6.0% |
| YTD | -18.2% | -15.1% | -3.1% | -14.3% |
| All | -20.2% | -14.0% | -6.2% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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