+253.2%
BA vs AMCR
+106.4%
+146.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | -1.9% | +3.0% | +1.9% |
| 30D | -11.6% | -4.1% | -7.5% | -10.2% |
| 3M | -2.4% | +21.7% | -24.1% | -10.0% |
| 6M | -6.6% | +1.5% | -8.1% | -7.6% |
| YTD | -2.2% | +13.1% | -15.4% | -8.0% |
| 1Y | -8.0% | +16.5% | -24.5% | -14.7% |
| 3Y | -5.0% | +10.3% | -15.2% | -12.1% |
| 5Y | -2.7% | -7.7% | +5.0% | -3.1% |
| 10Y | +75.9% | +24.6% | +51.2% | +50.3% |
| All | +253.2% | +106.4% | +146.8% | +199.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling