+23.9%
BABA vs AMCR
+47.4%
-23.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +1.9% |
| 7D | +11.6% | -5.3% | +17.0% | +13.2% |
| 30D | +2.3% | +8.7% | -6.5% | -0.3% |
| 3M | -13.7% | -3.3% | -10.4% | -13.2% |
| 6M | -21.9% | +15.1% | -37.0% | -25.7% |
| YTD | -24.6% | +12.4% | -37.1% | -28.1% |
| 1Y | -34.1% | +15.8% | -49.9% | -37.7% |
| 3Y | +36.3% | +16.7% | +19.5% | +27.5% |
| 5Y | -26.7% | -5.1% | -21.7% | -27.4% |
| 10Y | +19.2% | +21.5% | -2.3% | +7.6% |
| All | +23.9% | +47.4% | -23.5% | +11.8% |
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