+33.7%
BABA vs AMCR
+11.6%
+22.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -4.8% | -1.9% | -2.9% | -4.2% |
| 30D | -11.9% | -4.1% | -7.8% | -10.9% |
| 3M | -9.3% | +21.7% | -30.9% | -15.8% |
| 6M | -14.2% | +1.5% | -15.7% | -15.7% |
| YTD | -22.0% | +13.1% | -35.2% | -26.4% |
| 1Y | -12.7% | +13.0% | -25.7% | -17.7% |
| All | +33.7% | +11.6% | +22.2% | +23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling