+387.1%
BKNG vs AR
-27.2%
+414.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -6.0% | +2.5% | -8.5% | -6.3% |
| 30D | -6.6% | +14.8% | -21.4% | -8.2% |
| 3M | +15.7% | +6.2% | +9.5% | +14.6% |
| 6M | +14.1% | +4.3% | +9.9% | +12.9% |
| YTD | -9.3% | +14.4% | -23.7% | -11.6% |
| 1Y | -12.8% | +21.3% | -34.1% | -15.8% |
| 3Y | +58.4% | +39.8% | +18.6% | +47.5% |
| 5Y | +114.1% | +142.1% | -27.9% | +82.0% |
| 10Y | +246.8% | +52.0% | +194.8% | +167.7% |
| All | +387.1% | -27.2% | +414.3% | +321.6% |
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