+91.0%
BKNG vs APH
+350.8%
-259.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.6% |
| 7D | -13.1% | +1.6% | -14.7% | -13.6% |
| 30D | -18.5% | -3.0% | -15.5% | -17.9% |
| 3M | +5.8% | +5.7% | 0.0% | +1.7% |
| 6M | -2.1% | +20.0% | -22.1% | -11.9% |
| YTD | -18.6% | +20.8% | -39.4% | -29.1% |
| 1Y | -21.7% | +40.2% | -61.9% | -38.1% |
| 3Y | +40.9% | +288.1% | -247.2% | -48.0% |
| 5Y | +91.0% | +352.5% | -261.6% | -39.3% |
| All | +91.0% | +350.8% | -259.8% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling