+253.2%
BA vs AMCR
+100.2%
+153.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.0% | -21.0% | -13.6% |
| 3Y | -5.0% | +6.9% | -11.9% | -11.0% |
| 5Y | -2.7% | -10.5% | +7.7% | -1.9% |
| 10Y | +75.9% | +20.9% | +55.0% | +52.2% |
| All | +253.2% | +100.2% | +153.0% | +203.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling