+39.1%
BKNG vs AMC
-66.8%
+106.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -3.6% |
| 7D | -13.1% | -6.8% | -6.3% | -12.8% |
| 30D | -18.5% | +1.7% | -20.2% | -18.6% |
| 3M | +5.8% | +26.8% | -21.0% | +3.6% |
| 6M | -2.1% | +117.7% | -119.8% | -7.4% |
| YTD | -18.6% | +57.7% | -76.3% | -22.0% |
| 1Y | -21.7% | -12.5% | -9.2% | -23.3% |
| All | +39.1% | -66.8% | +106.0% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling