-1.8%
BA vs AMCR
+11.6%
-13.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +1.2% | -1.9% | +3.0% | +1.7% |
| 30D | -11.6% | -4.1% | -7.5% | -10.5% |
| 3M | -2.4% | +21.7% | -24.1% | -8.0% |
| 6M | -6.6% | +1.5% | -8.1% | -8.4% |
| YTD | -2.2% | +13.1% | -15.4% | -6.7% |
| 1Y | -8.0% | +13.0% | -21.0% | -12.3% |
| All | -1.8% | +11.6% | -13.3% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling