+96.7%
BKNG vs AUR
-36.7%
+133.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +0.8% |
| 7D | -10.7% | +0.2% | -10.8% | -10.7% |
| 30D | -18.1% | -8.9% | -9.2% | -17.6% |
| 3M | +8.5% | +4.6% | +3.9% | +7.4% |
| 6M | -0.1% | +44.9% | -44.9% | -4.9% |
| YTD | -18.2% | +64.8% | -83.1% | -23.4% |
| 1Y | -19.9% | +16.4% | -36.2% | -22.7% |
| 3Y | +41.6% | +85.1% | -43.5% | +18.8% |
| 5Y | +93.1% | -36.1% | +129.2% | +50.7% |
| All | +96.7% | -36.7% | +133.4% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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