+209.9%
BKNG vs AXP
+468.6%
-258.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.7% |
| 7D | -10.7% | -2.8% | -7.9% | -9.1% |
| 30D | -18.1% | -5.9% | -12.2% | -15.0% |
| 3M | +8.5% | +2.6% | +5.9% | +6.8% |
| 6M | -0.1% | +6.4% | -6.5% | -3.9% |
| YTD | -18.2% | -12.6% | -5.6% | -12.1% |
| 1Y | -19.9% | +0.2% | -20.1% | -20.9% |
| 3Y | +41.6% | +110.9% | -69.3% | -13.4% |
| 5Y | +93.1% | +114.7% | -21.6% | +14.4% |
| All | +209.9% | +468.6% | -258.7% | +28.4% |
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