-2.1%
BKNG vs APD
+9.3%
-11.4%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.9% |
| 7D | -13.1% | -4.6% | -8.5% | -13.7% |
| 30D | -18.5% | -4.2% | -14.3% | -19.0% |
| 3M | +5.8% | +5.0% | +0.8% | +8.6% |
| 6M | -2.1% | +8.9% | -11.1% | +3.0% |
| All | -2.1% | +9.3% | -11.4% | +3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling