+74.6%
BA vs AMCR
+16.8%
+57.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.6% |
| 7D | -1.2% | -6.3% | +5.1% | +2.3% |
| 30D | -11.3% | -7.1% | -4.2% | -7.8% |
| 3M | -3.8% | +12.7% | -16.4% | -10.0% |
| 6M | -8.3% | +5.2% | -13.4% | -11.3% |
| YTD | -4.9% | +8.1% | -13.0% | -10.3% |
| 1Y | -10.1% | +11.7% | -21.8% | -17.0% |
| 3Y | -2.3% | +9.9% | -12.2% | -13.1% |
| 5Y | -3.5% | -8.7% | +5.1% | -4.6% |
| 10Y | +74.6% | +16.8% | +57.7% | +39.1% |
| All | +74.6% | +16.8% | +57.7% | +39.1% |
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