+766.9%
BKNG vs APTV
+180.7%
+586.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.1% | -0.5% |
| 7D | -10.7% | -1.8% | -8.9% | -10.0% |
| 30D | -18.1% | -7.9% | -10.2% | -15.6% |
| 3M | +8.5% | -29.9% | +38.4% | +22.6% |
| 6M | -0.1% | -36.6% | +36.5% | +15.6% |
| YTD | -18.2% | -40.0% | +21.7% | -3.7% |
| 1Y | -19.9% | -44.0% | +24.2% | -3.3% |
| 3Y | +41.6% | -54.5% | +96.1% | +76.1% |
| 5Y | +93.1% | -68.8% | +161.9% | +173.2% |
| 10Y | +214.8% | -16.9% | +231.7% | +161.3% |
| All | +766.9% | +180.7% | +586.2% | +271.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling