+39.2%
BKNG vs ARM
+372.0%
-332.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.4% |
| 7D | -9.8% | +5.0% | -14.8% | -10.2% |
| 30D | -17.9% | -2.6% | -15.3% | -17.8% |
| 3M | +6.6% | -22.6% | +29.2% | +8.4% |
| 6M | +1.1% | +120.5% | -119.4% | -10.8% |
| YTD | -18.2% | +142.2% | -160.5% | -28.8% |
| 1Y | -20.2% | +71.2% | -91.4% | -27.8% |
| All | +39.2% | +372.0% | -332.8% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded ARM 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling