+38.7%
BKNG vs AS
+120.4%
-81.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.6% | -4.5% | -1.6% |
| 7D | -6.0% | -4.9% | -1.1% | -5.2% |
| 30D | -6.6% | -19.6% | +13.0% | -3.1% |
| 3M | +15.7% | -14.4% | +30.1% | +18.7% |
| 6M | +14.1% | -20.1% | +34.3% | +18.0% |
| YTD | -9.3% | -20.9% | +11.6% | -6.2% |
| 1Y | -12.8% | -21.9% | +9.1% | -9.8% |
| All | +38.7% | +120.4% | -81.7% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling