-13.6%
BKNG vs APD
+36.4%
-49.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.9% | +7.9% | +9.9% |
| 7D | +15.6% | +3.8% | +11.8% | +15.7% |
| 30D | +8.0% | +14.1% | -6.1% | +8.7% |
| 3M | -11.8% | +8.2% | -20.0% | -11.2% |
| 6M | +3.8% | +7.5% | -3.8% | +4.8% |
| YTD | -19.6% | +31.7% | -51.3% | -18.8% |
| 1Y | -13.6% | +35.1% | -48.7% | -13.4% |
| All | -13.6% | +36.4% | -49.9% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling