-20.2%
BKNG vs STZ
-10.8%
-9.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.4% |
| 7D | -10.7% | -4.1% | -6.6% | -10.5% |
| 30D | -18.1% | -7.6% | -10.5% | -17.8% |
| 3M | +8.5% | -12.3% | +20.8% | +8.3% |
| 6M | -0.1% | -16.3% | +16.2% | -1.0% |
| YTD | -18.2% | -8.4% | -9.9% | -19.4% |
| All | -20.2% | -10.8% | -9.4% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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