-35.3%
BABA vs AMCR
+32.3%
-67.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.3% | +1.6% | +4.2% |
| 7D | +4.3% | +6.2% | -1.9% | +2.9% |
| 30D | -5.0% | +16.0% | -21.0% | -8.1% |
| 3M | -18.4% | +4.4% | -22.7% | -19.2% |
| 6M | -20.3% | +35.5% | -55.8% | -28.1% |
| YTD | -27.5% | +21.5% | -49.0% | -33.5% |
| 1Y | -35.3% | +30.7% | -66.1% | -43.0% |
| All | -35.3% | +32.3% | -67.6% | -43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling