-20.0%
BKNG vs AMBA
-32.6%
+12.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.6% |
| 7D | -6.3% | +2.6% | -8.9% | -6.3% |
| 30D | +1.1% | -3.6% | +4.7% | +1.2% |
| 3M | -24.6% | -24.6% | +0.1% | -24.2% |
| 6M | +2.0% | -21.6% | +23.6% | +2.6% |
| YTD | -24.7% | -11.8% | -12.9% | -27.0% |
| 1Y | -20.0% | -33.2% | +13.2% | -19.4% |
| All | -20.0% | -32.6% | +12.6% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 1y: compounded portfolio wealth divided by compounded AMBA 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…
1y analysis · Full analysis span regression · 6 months rolling