+892.4%
BKNG vs ALK
+290.6%
+601.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.5% | -1.5% |
| 7D | -6.0% | -0.7% | -5.3% | -5.8% |
| 30D | -6.6% | -19.2% | +12.6% | +0.6% |
| 3M | +15.7% | -1.5% | +17.2% | +15.1% |
| 6M | +14.1% | -13.1% | +27.2% | +16.9% |
| YTD | -9.3% | -16.4% | +7.1% | -6.5% |
| 1Y | -12.8% | -33.1% | +20.3% | -3.3% |
| 3Y | +58.4% | +0.6% | +57.8% | +42.4% |
| 5Y | +114.1% | -26.4% | +140.5% | +114.4% |
| 10Y | +246.8% | -34.2% | +281.0% | +226.6% |
| All | +892.4% | +290.6% | +601.8% | +203.8% |
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