+825.7%
BKNG vs APH
+32,847.4%
-32,021.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.2% | -5.5% | -6.1% |
| 7D | -7.9% | +0.2% | -8.1% | -8.0% |
| 30D | -15.9% | -3.3% | -12.6% | -14.9% |
| 3M | +11.1% | +14.0% | -3.0% | +0.9% |
| 6M | -0.7% | +24.4% | -25.1% | -15.4% |
| YTD | -15.4% | +21.4% | -36.8% | -28.9% |
| 1Y | -18.5% | +48.9% | -67.5% | -39.9% |
| 3Y | +46.5% | +290.1% | -243.6% | -40.1% |
| 5Y | +98.8% | +352.8% | -254.1% | -25.2% |
| 10Y | +218.4% | +1,041.3% | -822.9% | -28.6% |
| All | +825.7% | +32,847.4% | -32,021.7% | -27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling