+67.2%
BKNG vs APH
+299.0%
-231.7%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | -6.3% | +0.4% | -6.7% | -6.7% |
| 30D | +1.1% | -8.0% | +9.1% | +3.1% |
| 3M | -24.6% | -5.0% | -19.6% | -24.5% |
| 6M | +2.0% | +29.9% | -27.9% | -12.3% |
| YTD | -24.7% | +18.0% | -42.6% | -34.7% |
| 1Y | -20.0% | +11.3% | -31.3% | -28.7% |
| 3Y | +33.4% | +274.9% | -241.6% | -50.7% |
| All | +67.2% | +299.0% | -231.7% | -42.9% |
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