-31.3%
BABA vs AMCR
-8.5%
-22.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | -4.8% | -1.9% | -2.9% | -4.0% |
| 30D | -11.9% | -4.1% | -7.8% | -10.4% |
| 3M | -9.3% | +21.7% | -30.9% | -18.5% |
| 6M | -14.2% | +1.5% | -15.7% | -16.0% |
| YTD | -22.0% | +13.1% | -35.2% | -28.3% |
| 1Y | -12.7% | +13.0% | -25.7% | -20.0% |
| 3Y | +26.7% | +6.9% | +19.7% | +15.4% |
| All | -31.3% | -8.5% | -22.8% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling