+572.0%
BKNG vs AMCR
+96.6%
+475.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -10.7% | -5.0% | -5.7% | -9.1% |
| 30D | -18.1% | -8.0% | -10.1% | -15.8% |
| 3M | +8.5% | +14.3% | -5.8% | +4.4% |
| 6M | -0.1% | +5.3% | -5.4% | -1.8% |
| YTD | -18.2% | +7.7% | -26.0% | -20.9% |
| 1Y | -19.9% | +10.8% | -30.7% | -23.3% |
| 3Y | +41.6% | +9.6% | +32.0% | +33.4% |
| 5Y | +93.1% | -10.2% | +103.3% | +94.7% |
| 10Y | +214.8% | +16.5% | +198.3% | +185.4% |
| All | +572.0% | +96.6% | +475.4% | +495.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 all: compounded portfolio wealth divided by compounded AMCR 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…
all analysis · Full analysis span regression · 6 months rolling