+166.1%
BKNG vs AXP
+428.9%
-262.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | -6.3% | -2.9% | -3.4% | -4.6% |
| 30D | +1.1% | +3.7% | -2.6% | -1.0% |
| 3M | -24.6% | -4.9% | -19.7% | -22.1% |
| 6M | +2.0% | +4.1% | -2.0% | -0.5% |
| YTD | -24.7% | -11.7% | -13.0% | -19.4% |
| 1Y | -20.0% | -11.7% | -8.2% | -14.5% |
| 3Y | +33.4% | +116.5% | -83.1% | -20.2% |
| 5Y | +65.4% | +89.5% | -24.1% | +5.4% |
| 10Y | +166.1% | +424.9% | -258.8% | +8.9% |
| All | +166.1% | +428.9% | -262.7% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AXP.
Daily Out/Under-Performance
Portfolio return minus AXP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXP 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 AXP 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