+39.8%
BKNG vs AME
+54.6%
-14.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | -10.7% | 0.0% | -10.7% | -10.7% |
| 30D | -18.1% | -8.6% | -9.5% | -15.0% |
| 3M | +8.5% | +5.8% | +2.7% | +4.9% |
| 6M | -0.1% | +3.8% | -3.9% | -3.0% |
| YTD | -18.2% | +14.4% | -32.7% | -25.0% |
| 1Y | -19.9% | +25.8% | -45.6% | -30.4% |
| All | +39.8% | +54.6% | -14.7% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling