+3,246.6%
AMAT vs BKNG
+802.7%
+2,443.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.1% |
| 7D | -2.5% | +2.3% | -4.8% | -3.2% |
| 30D | -26.5% | -0.7% | -25.9% | -26.7% |
| 3M | -28.6% | -25.0% | -3.6% | -24.5% |
| 6M | -14.2% | -3.5% | -10.7% | -15.3% |
| YTD | +45.5% | -25.1% | +70.6% | +51.2% |
| 1Y | +59.3% | -19.0% | +78.3% | +62.6% |
| 3Y | +153.1% | +32.6% | +120.5% | +131.4% |
| 5Y | +158.2% | +58.6% | +99.5% | +126.3% |
| 10Y | +1,370.8% | +162.2% | +1,208.6% | +1,063.4% |
| All | +3,246.6% | +802.7% | +2,443.8% | +1,133.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling