+92.1%
BKNG vs ALK
-30.8%
+123.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.9% | -2.9% | -3.5% |
| 7D | -13.1% | -3.0% | -10.2% | -12.1% |
| 30D | -18.5% | -14.6% | -3.9% | -13.8% |
| 3M | +5.8% | -10.6% | +16.3% | +9.1% |
| 6M | -2.1% | -6.7% | +4.6% | -1.7% |
| YTD | -18.6% | -19.8% | +1.1% | -14.8% |
| 1Y | -21.7% | -35.2% | +13.5% | -11.2% |
| 3Y | +40.9% | +1.4% | +39.5% | +18.6% |
| All | +92.1% | -30.8% | +123.0% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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