-10.7%
AMAT vs BKNG
-1.9%
-8.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.6% | +5.5% | +6.3% |
| 7D | +7.0% | -6.3% | +13.2% | +3.3% |
| 30D | -20.6% | +1.1% | -21.7% | -19.6% |
| 3M | -24.8% | -24.6% | -0.2% | -36.0% |
| 6M | -10.7% | +2.0% | -12.8% | -13.2% |
| All | -10.7% | -1.9% | -8.8% | -13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling