-13.6%
BKNG vs APH
+16.5%
-30.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -6.2% | +16.0% | +10.0% |
| 7D | +15.6% | -2.4% | +18.0% | +15.5% |
| 30D | +8.0% | -9.5% | +17.4% | +8.5% |
| 3M | -11.8% | -7.6% | -4.2% | -11.5% |
| 6M | +3.8% | +12.4% | -8.6% | +0.2% |
| YTD | -19.6% | +17.5% | -37.1% | -23.8% |
| 1Y | -13.6% | +16.4% | -30.0% | -18.3% |
| All | -13.6% | +16.5% | -30.1% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APH.
Daily Out/Under-Performance
Portfolio return minus APH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APH 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 APH 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