+16.3%
BABA vs AMCR
+48.4%
-32.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.6% |
| 7D | +2.4% | -3.8% | +6.1% | +3.3% |
| 30D | -7.8% | +8.3% | -16.1% | -10.0% |
| 3M | -22.4% | -2.7% | -19.7% | -22.0% |
| 6M | -26.0% | +16.7% | -42.7% | -29.9% |
| YTD | -29.3% | +13.2% | -42.5% | -32.7% |
| 1Y | -37.5% | +13.7% | -51.2% | -40.6% |
| 3Y | +31.9% | +17.4% | +14.5% | +23.2% |
| 5Y | -33.4% | -5.9% | -27.5% | -34.0% |
| 10Y | +15.7% | +22.4% | -6.7% | +4.2% |
| All | +16.3% | +48.4% | -32.2% | +4.7% |
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 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