+16.7%
BABA vs AMP
+574.4%
-557.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.2% | +2.6% | -2.8% | -1.1% |
| 30D | -12.3% | +0.8% | -13.1% | -12.6% |
| 3M | -5.3% | +24.3% | -29.6% | -12.6% |
| 6M | -13.1% | +20.6% | -33.6% | -19.1% |
| YTD | -22.4% | +14.6% | -37.1% | -26.8% |
| 1Y | -19.5% | +14.5% | -34.0% | -24.1% |
| 3Y | +32.9% | +67.9% | -35.0% | +6.6% |
| 5Y | -29.9% | +122.5% | -152.4% | -49.2% |
| 10Y | +16.7% | +573.3% | -556.6% | -33.7% |
| All | +16.7% | +574.4% | -557.6% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 10y: compounded portfolio wealth divided by compounded AMP 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…
10y analysis · Full analysis span regression · 6 months rolling