+825.7%
BKNG vs APD
+1,670.7%
-845.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.2% |
| 7D | -7.9% | -2.5% | -5.4% | -6.8% |
| 30D | -15.9% | -1.9% | -14.0% | -15.2% |
| 3M | +11.1% | +8.2% | +2.9% | +6.6% |
| 6M | -0.7% | +10.7% | -11.4% | -6.3% |
| YTD | -15.4% | +22.9% | -38.3% | -24.4% |
| 1Y | -18.5% | +5.8% | -24.3% | -22.5% |
| 3Y | +46.5% | +7.8% | +38.7% | +33.3% |
| 5Y | +98.8% | +26.1% | +72.7% | +66.2% |
| 10Y | +218.4% | +163.7% | +54.7% | +83.9% |
| All | +825.7% | +1,670.7% | -845.0% | +321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling