+186.9%
BA vs AMCR
+106.4%
+80.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -1.7% | -7.9% | +6.2% | +1.6% |
| 30D | -9.5% | +8.2% | -17.6% | -12.4% |
| 3M | -26.5% | -4.3% | -22.1% | -25.3% |
| 6M | -27.4% | +16.6% | -44.0% | -32.0% |
| YTD | -20.6% | +13.1% | -33.7% | -25.4% |
| 1Y | -11.4% | +14.4% | -25.8% | -17.3% |
| 3Y | -10.8% | +18.4% | -29.2% | -20.0% |
| 5Y | -21.9% | -5.8% | -16.1% | -23.0% |
| 10Y | +28.1% | +22.3% | +5.9% | +9.2% |
| All | +186.9% | +106.4% | +80.5% | +143.0% |
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 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