+98.8%
BKNG vs AMBA
-53.5%
+152.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.9% | -7.7% | -6.9% |
| 7D | -7.9% | -6.4% | -1.5% | -6.9% |
| 30D | -15.9% | -26.8% | +10.9% | -11.5% |
| 3M | +11.1% | -7.6% | +18.7% | +9.9% |
| 6M | -0.7% | +21.2% | -21.9% | -8.6% |
| YTD | -15.4% | -10.4% | -5.0% | -18.0% |
| 1Y | -18.5% | -24.4% | +5.9% | -19.3% |
| 3Y | +46.5% | +6.0% | +40.5% | +26.3% |
| 5Y | +98.8% | -53.9% | +152.6% | +81.9% |
| All | +98.8% | -53.5% | +152.3% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling