+3,984.8%
AMAT vs BKNG
+993.0%
+2,991.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.5% |
| 7D | -1.5% | -6.0% | +4.5% | -0.1% |
| 30D | -14.8% | -6.6% | -8.2% | -13.6% |
| 3M | -9.3% | +15.7% | -25.0% | -13.3% |
| 6M | +27.4% | +14.1% | +13.2% | +21.4% |
| YTD | +77.6% | -9.3% | +86.9% | +78.0% |
| 1Y | +188.9% | -12.8% | +201.7% | +191.6% |
| 3Y | +202.3% | +58.4% | +143.9% | +167.3% |
| 5Y | +248.9% | +114.1% | +134.8% | +188.2% |
| 10Y | +1,585.2% | +246.8% | +1,338.4% | +1,164.8% |
| All | +3,984.8% | +993.0% | +2,991.8% | +1,352.7% |
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