-13.6%
BKNG vs AU
+42.5%
-56.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +8.0% | +1.8% | +9.2% |
| 7D | +15.6% | +0.8% | +14.8% | +15.3% |
| 30D | +8.0% | -7.0% | +14.9% | +8.2% |
| 3M | -11.8% | +8.5% | -20.3% | -12.4% |
| 6M | +3.8% | -1.3% | +5.0% | +3.1% |
| YTD | -19.6% | +6.8% | -26.4% | -21.7% |
| 1Y | -13.6% | +44.6% | -58.2% | -21.2% |
| All | -13.6% | +42.5% | -56.1% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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