+26.6%
BA vs AMCR
+22.4%
+4.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | 0.0% | -3.8% | +3.8% | +2.0% |
| 30D | -8.9% | +8.3% | -17.2% | -12.9% |
| 3M | -25.5% | -2.7% | -22.8% | -24.8% |
| 6M | -27.0% | +16.7% | -43.7% | -33.2% |
| YTD | -20.1% | +13.2% | -33.4% | -26.8% |
| 1Y | -11.0% | +13.7% | -24.7% | -18.8% |
| 3Y | -11.8% | +17.4% | -29.3% | -24.5% |
| 5Y | -20.6% | -5.9% | -14.7% | -22.8% |
| 10Y | +26.6% | +22.4% | +4.2% | -2.0% |
| All | +26.6% | +22.4% | +4.2% | -2.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling