+28.2%
BABA vs AMCR
+43.8%
-15.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -4.8% | -1.9% | -2.9% | -4.3% |
| 30D | -11.9% | -4.1% | -7.8% | -10.9% |
| 3M | -9.3% | +21.7% | -30.9% | -14.8% |
| 6M | -14.2% | +1.5% | -15.7% | -15.3% |
| YTD | -22.0% | +13.1% | -35.2% | -25.6% |
| 1Y | -12.7% | +13.0% | -25.7% | -16.8% |
| 3Y | +26.7% | +6.9% | +19.7% | +21.6% |
| 5Y | -29.3% | -10.5% | -18.9% | -28.9% |
| 10Y | +21.2% | +20.9% | +0.4% | +10.5% |
| All | +28.2% | +43.8% | -15.7% | +16.7% |
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