+209.9%
BKNG vs APH
+1,052.1%
-842.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.9% | +1.2% |
| 7D | -10.7% | -2.2% | -8.4% | -9.6% |
| 30D | -18.1% | -4.0% | -14.1% | -16.9% |
| 3M | +8.5% | +7.7% | +0.8% | +1.8% |
| 6M | -0.1% | +17.8% | -17.8% | -12.4% |
| YTD | -18.2% | +19.2% | -37.4% | -31.3% |
| 1Y | -19.9% | +35.7% | -55.5% | -39.3% |
| 3Y | +41.6% | +282.9% | -241.3% | -52.3% |
| 5Y | +93.1% | +345.6% | -252.5% | -42.8% |
| All | +209.9% | +1,052.1% | -842.2% | -51.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling