+39.1%
BKNG vs AR
+44.6%
-5.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.1% | -3.9% | -3.8% |
| 7D | -13.1% | -1.2% | -11.9% | -13.0% |
| 30D | -18.5% | +5.5% | -24.1% | -18.8% |
| 3M | +5.8% | +12.9% | -7.1% | +4.8% |
| 6M | -2.1% | +0.1% | -2.2% | -2.4% |
| YTD | -18.6% | +13.5% | -32.2% | -20.2% |
| 1Y | -21.7% | +21.6% | -43.2% | -24.1% |
| All | +39.1% | +44.6% | -5.4% | +29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling