+174.3%
BKNG vs AMT
+136.5%
+37.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -0.7% | +1.5% | -2.2% | -1.1% |
| 30D | -0.7% | +6.8% | -7.5% | -2.4% |
| 3M | -25.0% | +11.2% | -36.2% | -27.2% |
| 6M | +3.4% | +12.5% | -9.0% | -0.2% |
| YTD | -25.0% | +12.5% | -37.5% | -28.0% |
| 1Y | -20.7% | +10.1% | -30.8% | -23.5% |
| 3Y | +30.9% | +16.0% | +14.9% | +19.9% |
| 5Y | +66.6% | -17.2% | +83.7% | +69.8% |
| All | +174.3% | +136.5% | +37.8% | +111.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling