+825.7%
BKNG vs ALL
+1,176.1%
-350.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.4% | -4.4% | -5.9% |
| 7D | -7.9% | -1.7% | -6.2% | -7.3% |
| 30D | -15.9% | -4.7% | -11.2% | -14.5% |
| 3M | +11.1% | +18.4% | -7.3% | +4.3% |
| 6M | -0.7% | +20.5% | -21.2% | -7.6% |
| YTD | -15.4% | +23.5% | -39.0% | -22.2% |
| 1Y | -18.5% | +29.0% | -47.5% | -26.3% |
| 3Y | +46.5% | +153.7% | -107.3% | +1.6% |
| 5Y | +98.8% | +114.8% | -16.0% | +43.3% |
| 10Y | +218.4% | +356.1% | -137.8% | +74.0% |
| All | +825.7% | +1,176.1% | -350.4% | +239.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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