+16.7%
BABA vs AMCR
+16.8%
-0.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.0% |
| 7D | -2.2% | -6.3% | +4.1% | -0.1% |
| 30D | -17.3% | -7.1% | -10.2% | -15.4% |
| 3M | -7.8% | +12.7% | -20.4% | -12.0% |
| 6M | -16.8% | +5.2% | -21.9% | -18.9% |
| YTD | -24.7% | +8.1% | -32.7% | -27.6% |
| 1Y | -24.9% | +11.7% | -36.7% | -28.7% |
| 3Y | +29.1% | +9.9% | +19.2% | +21.9% |
| 5Y | -30.5% | -8.7% | -21.9% | -30.2% |
| 10Y | +16.7% | +16.8% | -0.1% | +2.9% |
| All | +16.7% | +16.8% | -0.1% | +2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling