+91.7%
BKNG vs AME
+83.9%
+7.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | -10.7% | 0.0% | -10.7% | -10.7% |
| 30D | -18.1% | -8.6% | -9.5% | -13.9% |
| 3M | +8.5% | +5.8% | +2.7% | +3.9% |
| 6M | -0.1% | +3.8% | -3.9% | -3.8% |
| YTD | -18.2% | +14.4% | -32.7% | -26.5% |
| 1Y | -19.9% | +25.8% | -45.6% | -32.7% |
| 3Y | +41.6% | +55.2% | -13.6% | -0.7% |
| All | +91.7% | +83.9% | +7.8% | +14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling