-20.2%
BKNG vs AU
+71.1%
-91.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.6% |
| 7D | -10.7% | -7.0% | -3.7% | -10.5% |
| 30D | -18.1% | +7.3% | -25.4% | -18.3% |
| 3M | +8.5% | +33.2% | -24.7% | +8.1% |
| 6M | -0.1% | -0.6% | +0.6% | -1.4% |
| YTD | -18.2% | +26.2% | -44.4% | -17.8% |
| All | -20.2% | +71.1% | -91.3% | -17.3% |
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