-13.6%
BKNG vs AME
+21.1%
-34.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -4.6% | +14.5% | +10.0% |
| 7D | +15.6% | -4.4% | +20.0% | +15.7% |
| 30D | +8.0% | -5.9% | +13.9% | +8.3% |
| 3M | -11.8% | -6.5% | -5.2% | -11.4% |
| 6M | +3.8% | +3.2% | +0.6% | +1.2% |
| YTD | -19.6% | +16.0% | -35.6% | -28.7% |
| 1Y | -13.6% | +20.4% | -34.0% | -26.0% |
| All | -13.6% | +21.1% | -34.7% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 1y: compounded portfolio wealth divided by compounded AME 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…
1y analysis · Full analysis span regression · 6 months rolling