+24.4%
BKNG vs AS
+107.2%
-82.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -3.2% |
| 7D | -13.1% | -2.8% | -10.3% | -12.6% |
| 30D | -18.5% | -23.2% | +4.7% | -14.8% |
| 3M | +5.8% | -20.1% | +25.8% | +9.9% |
| 6M | -2.1% | -18.5% | +16.4% | +1.2% |
| YTD | -18.6% | -25.6% | +7.0% | -14.9% |
| 1Y | -21.7% | -24.4% | +2.7% | -18.4% |
| All | +24.4% | +107.2% | -82.8% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling