+203.0%
AMAT vs BKNG
+59.7%
+143.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.6% |
| 7D | -1.5% | -6.0% | +4.5% | +0.4% |
| 30D | -14.8% | -6.6% | -8.2% | -13.2% |
| 3M | -9.3% | +15.7% | -25.0% | -16.8% |
| 6M | +27.4% | +14.1% | +13.2% | +15.6% |
| YTD | +77.6% | -9.3% | +86.9% | +84.2% |
| 1Y | +188.9% | -12.8% | +201.7% | +205.8% |
| All | +203.0% | +59.7% | +143.3% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BKNG.
Daily Out/Under-Performance
Portfolio return minus BKNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKNG 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 3y: compounded portfolio wealth divided by compounded BKNG 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…
3y analysis · Full analysis span regression · 6 months rolling