-1.5%
BA vs AMCR
-10.5%
+9.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | 0.0% |
| 7D | +2.5% | -1.8% | +4.3% | +3.3% |
| 30D | -10.1% | -6.0% | -4.1% | -7.8% |
| 3M | -2.4% | +18.9% | -21.3% | -9.4% |
| 6M | -8.8% | +5.7% | -14.5% | -11.5% |
| YTD | -2.9% | +11.1% | -14.0% | -8.4% |
| 1Y | -8.8% | +12.7% | -21.5% | -14.6% |
| 3Y | -0.3% | +9.6% | -9.8% | -10.1% |
| All | -1.5% | -10.5% | +9.0% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling