+91.0%
BKNG vs AMC
-99.5%
+190.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.9% | +0.1% | -3.5% |
| 7D | -13.1% | -6.8% | -6.3% | -12.6% |
| 30D | -18.5% | +1.7% | -20.2% | -18.7% |
| 3M | +5.8% | +26.8% | -21.0% | +2.8% |
| 6M | -2.1% | +117.7% | -119.8% | -9.2% |
| YTD | -18.6% | +57.7% | -76.3% | -22.9% |
| 1Y | -21.7% | -12.5% | -9.2% | -22.8% |
| 3Y | +40.9% | -65.7% | +106.6% | +42.4% |
| 5Y | +91.0% | -99.5% | +190.5% | +159.7% |
| All | +91.0% | -99.5% | +190.4% | +159.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling