+93.1%
BKNG vs ALC
-19.4%
+112.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.8% |
| 7D | -10.7% | -7.7% | -3.0% | -7.4% |
| 30D | -18.1% | -11.7% | -6.4% | -13.4% |
| 3M | +8.5% | +0.7% | +7.9% | +8.2% |
| 6M | -0.1% | -17.1% | +17.0% | +7.9% |
| YTD | -18.2% | -15.1% | -3.1% | -12.8% |
| 1Y | -19.9% | -14.1% | -5.8% | -15.2% |
| 3Y | +41.6% | -18.2% | +59.8% | +47.9% |
| 5Y | +93.1% | -19.2% | +112.3% | +101.5% |
| All | +93.1% | -19.4% | +112.5% | +101.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling