-21.7%
BKNG vs AS
-24.2%
+2.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -3.0% |
| 7D | -13.1% | -2.8% | -10.3% | -12.4% |
| 30D | -18.5% | -23.2% | +4.7% | -13.3% |
| 3M | +5.8% | -20.1% | +25.8% | +11.4% |
| 6M | -2.1% | -18.5% | +16.4% | +2.5% |
| YTD | -18.6% | -25.6% | +7.0% | -14.2% |
| 1Y | -21.7% | -24.4% | +2.7% | -18.6% |
| All | -21.7% | -24.2% | +2.5% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling