+721.3%
BKNG vs ALK
+257.5%
+463.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | -25.0% | -19.0% | -6.0% | -19.5% |
| 6M | +3.4% | -0.2% | +3.7% | +1.7% |
| YTD | -25.0% | -23.5% | -1.5% | -20.5% |
| 1Y | -20.7% | -9.1% | -11.6% | -21.3% |
| 3Y | +30.9% | +12.0% | +18.9% | +12.7% |
| 5Y | +66.6% | -30.9% | +97.4% | +70.2% |
| 10Y | +165.1% | -45.6% | +210.6% | +166.4% |
| All | +721.3% | +257.5% | +463.8% | +158.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling