-13.6%
BKNG vs AR
+14.7%
-28.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -6.3% | +16.1% | +8.3% |
| 7D | +15.6% | -11.1% | +26.7% | +12.8% |
| 30D | +8.0% | +7.9% | +0.1% | +9.4% |
| 3M | -11.8% | +4.9% | -16.7% | -10.7% |
| 6M | +3.8% | -5.3% | +9.1% | +4.2% |
| YTD | -19.6% | +8.6% | -28.2% | -19.5% |
| 1Y | -13.6% | +13.7% | -27.3% | -13.9% |
| All | -13.6% | +14.7% | -28.3% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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