+93.1%
BKNG vs APD
+24.4%
+68.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | -10.7% | -3.5% | -7.2% | -9.6% |
| 30D | -18.1% | -5.1% | -13.0% | -16.7% |
| 3M | +8.5% | +6.9% | +1.7% | +5.9% |
| 6M | -0.1% | +8.1% | -8.1% | -3.3% |
| YTD | -18.2% | +21.2% | -39.5% | -24.6% |
| 1Y | -19.9% | +4.9% | -24.7% | -22.1% |
| 3Y | +41.6% | +6.3% | +35.3% | +34.3% |
| 5Y | +93.1% | +24.3% | +68.8% | +52.0% |
| All | +93.1% | +24.4% | +68.7% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling