+892.4%
BKNG vs AMT
+919.1%
-26.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.6% |
| 7D | -6.0% | -0.2% | -5.8% | -6.0% |
| 30D | -6.6% | +4.6% | -11.3% | -8.1% |
| 3M | +15.7% | -8.4% | +24.1% | +18.9% |
| 6M | +14.1% | -6.0% | +20.2% | +15.9% |
| YTD | -9.3% | +2.1% | -11.5% | -11.0% |
| 1Y | -12.8% | -6.4% | -6.4% | -11.9% |
| 3Y | +58.4% | +8.1% | +50.4% | +46.9% |
| 5Y | +114.1% | -31.9% | +146.1% | +130.2% |
| 10Y | +246.8% | +97.1% | +149.7% | +146.0% |
| All | +892.4% | +919.1% | -26.7% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling