+825.7%
BKNG vs STZ
+2,197.6%
-1,371.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.6% | -1.1% | -4.9% |
| 7D | -7.9% | -7.4% | -0.5% | -5.5% |
| 30D | -15.9% | -10.9% | -5.0% | -12.7% |
| 3M | +11.1% | -13.4% | +24.5% | +16.2% |
| 6M | -0.7% | -16.2% | +15.5% | +4.4% |
| YTD | -15.4% | -10.4% | -5.0% | -13.7% |
| 1Y | -18.5% | -14.8% | -3.8% | -15.8% |
| 3Y | +46.5% | -50.1% | +96.6% | +76.9% |
| 5Y | +98.8% | -38.8% | +137.6% | +122.6% |
| 10Y | +218.4% | -14.1% | +232.5% | +212.9% |
| All | +825.7% | +2,197.6% | -1,371.8% | +208.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling