+303.1%
BKNG vs AR
-28.5%
+331.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -0.7% | +7.4% | -8.1% | -1.5% |
| 30D | -0.7% | +5.8% | -6.4% | -1.5% |
| 3M | -25.0% | +5.2% | -30.2% | -25.7% |
| 6M | +3.4% | +5.4% | -2.0% | +2.1% |
| YTD | -25.0% | +12.4% | -37.4% | -26.9% |
| 1Y | -20.7% | +12.8% | -33.5% | -22.9% |
| 3Y | +30.9% | +47.2% | -16.3% | +21.0% |
| 5Y | +66.6% | +101.1% | -34.6% | +44.6% |
| 10Y | +165.1% | +57.6% | +107.5% | +103.2% |
| All | +303.1% | -28.5% | +331.5% | +248.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling