+209.9%
BKNG vs ATI
+1,155.5%
-945.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.4% |
| 7D | -10.7% | -2.7% | -8.0% | -10.1% |
| 30D | -18.1% | -13.5% | -4.6% | -15.3% |
| 3M | +8.5% | +8.5% | 0.0% | +5.5% |
| 6M | -0.1% | +25.2% | -25.2% | -6.8% |
| YTD | -18.2% | +73.4% | -91.6% | -30.1% |
| 1Y | -19.9% | +160.5% | -180.4% | -38.7% |
| 3Y | +41.6% | +347.3% | -305.7% | -9.8% |
| 5Y | +93.1% | +1,049.0% | -955.8% | -6.4% |
| All | +209.9% | +1,155.5% | -945.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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