+65.4%
BKNG vs AMBA
-66.8%
+132.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | 0.0% |
| 7D | -6.3% | +2.6% | -8.9% | -6.8% |
| 30D | +1.1% | -3.6% | +4.7% | +1.4% |
| 3M | -24.6% | -24.6% | +0.1% | -21.5% |
| 6M | +2.0% | -21.6% | +23.6% | +2.2% |
| YTD | -24.7% | -11.8% | -12.9% | -27.3% |
| 1Y | -20.0% | -33.2% | +13.2% | -18.6% |
| 3Y | +33.4% | +24.5% | +8.9% | +9.5% |
| 5Y | +65.4% | -67.7% | +133.1% | +58.6% |
| All | +65.4% | -66.8% | +132.2% | +58.6% |
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