+39.1%
BKNG vs APH
+285.7%
-246.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.7% |
| 7D | -13.1% | +1.6% | -14.7% | -13.4% |
| 30D | -18.5% | -3.0% | -15.5% | -18.1% |
| 3M | +5.8% | +5.7% | 0.0% | +3.2% |
| 6M | -2.1% | +20.0% | -22.1% | -8.5% |
| YTD | -18.6% | +20.8% | -39.4% | -25.5% |
| 1Y | -21.7% | +40.2% | -61.9% | -33.0% |
| All | +39.1% | +285.7% | -246.6% | -33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling