-13.6%
BKNG vs APTV
-46.4%
+32.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +4.6% | +5.2% | +8.9% |
| 7D | +15.6% | -1.9% | +17.4% | +15.8% |
| 30D | +8.0% | -1.4% | +9.4% | +8.2% |
| 3M | -11.8% | -9.3% | -2.4% | -10.4% |
| 6M | +3.8% | -27.3% | +31.1% | +7.0% |
| YTD | -19.6% | -43.1% | +23.5% | -10.4% |
| 1Y | -13.6% | -46.5% | +32.9% | -1.0% |
| All | -13.6% | -46.4% | +32.8% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 1y: compounded portfolio wealth divided by compounded APTV 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…
1y analysis · Full analysis span regression · 6 months rolling