-2.1%
BKNG vs ALM
+1.8%
-4.0%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.1% | +0.3% | -3.9% |
| 7D | -13.1% | +3.6% | -16.7% | -13.0% |
| 30D | -18.5% | +33.8% | -52.3% | -18.3% |
| 3M | +5.8% | +14.8% | -9.0% | +6.2% |
| 6M | -2.1% | -7.0% | +4.8% | -2.3% |
| All | -2.1% | +1.8% | -4.0% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 6mo: compounded portfolio wealth divided by compounded ALM 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…
6mo analysis · Full analysis span regression · 6 months rolling