+457.6%
BKNG vs ALM
+8,394.4%
-7,936.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +8.8% | -15.5% | -6.7% |
| 7D | -7.9% | +8.4% | -16.3% | -7.9% |
| 30D | -15.9% | +34.8% | -50.8% | -16.0% |
| 3M | +11.1% | +16.2% | -5.1% | +11.0% |
| 6M | -0.7% | +2.1% | -2.8% | -0.8% |
| YTD | -15.4% | +117.0% | -132.5% | -15.7% |
| 1Y | -18.5% | +313.9% | -332.4% | -18.9% |
| 3Y | +46.5% | +2,327.9% | -2,281.5% | +45.0% |
| 5Y | +98.8% | +1,040.6% | -941.9% | +97.1% |
| 10Y | +218.4% | +3,219.4% | -3,001.1% | +214.6% |
| All | +457.6% | +8,394.4% | -7,936.8% | +446.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling