-2.1%
BKNG vs APA
+36.8%
-38.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +3.0% | -6.8% | -2.8% |
| 7D | -13.1% | +0.3% | -13.4% | -12.9% |
| 30D | -18.5% | +9.3% | -27.8% | -15.9% |
| 3M | +5.8% | +23.3% | -17.6% | +14.6% |
| 6M | -2.1% | +39.5% | -41.6% | +8.3% |
| All | -2.1% | +36.8% | -38.9% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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