+146.7%
BKNG vs ALC
+20.4%
+126.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.0% | -2.8% | -3.3% |
| 7D | -13.1% | -5.3% | -7.8% | -10.6% |
| 30D | -18.5% | -7.1% | -11.5% | -15.3% |
| 3M | +5.8% | +0.8% | +5.0% | +5.3% |
| 6M | -2.1% | -16.0% | +13.9% | +6.2% |
| YTD | -18.6% | -12.7% | -5.9% | -13.7% |
| 1Y | -21.7% | -12.8% | -8.8% | -17.1% |
| 3Y | +40.9% | -15.8% | +56.7% | +45.9% |
| 5Y | +91.0% | -16.7% | +107.6% | +95.2% |
| All | +146.7% | +20.4% | +126.4% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling