+69.8%
BKNG vs ALK
-31.3%
+101.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | -0.7% | -1.2% | +0.5% | -0.4% |
| 30D | -0.7% | +7.7% | -8.4% | -3.6% |
| 3M | -25.0% | -19.0% | -6.0% | -19.5% |
| 6M | +3.4% | -0.2% | +3.7% | +1.5% |
| YTD | -25.0% | -23.5% | -1.5% | -20.4% |
| 1Y | -20.7% | -9.1% | -11.6% | -21.8% |
| 3Y | +30.9% | +12.0% | +18.9% | +2.3% |
| All | +69.8% | -31.3% | +101.2% | +74.3% |
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