+21.9%
BABA vs AMP
+61.6%
-39.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.3% |
| 7D | -13.8% | +3.9% | -17.7% | -14.6% |
| 30D | -15.1% | +5.1% | -20.2% | -16.2% |
| 3M | -22.7% | -8.7% | -14.1% | -21.2% |
| 6M | -34.7% | +11.4% | -46.1% | -36.8% |
| YTD | -35.0% | +7.3% | -42.4% | -36.8% |
| 1Y | -40.4% | +14.6% | -55.0% | -43.1% |
| 3Y | +21.9% | +61.2% | -39.3% | -4.1% |
| All | +21.9% | +61.6% | -39.6% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling