-27.4%
BABA vs AMP
+76.1%
-103.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.0% |
| 7D | +11.6% | +2.2% | +9.5% | +10.5% |
| 30D | +2.3% | +2.2% | +0.1% | +1.0% |
| 3M | -13.7% | -10.4% | -3.3% | -9.5% |
| 6M | -21.9% | +5.8% | -27.7% | -24.8% |
| YTD | -24.6% | +3.3% | -27.9% | -27.2% |
| 1Y | -34.1% | +11.1% | -45.2% | -38.9% |
| 3Y | +36.3% | +56.0% | -19.8% | -4.6% |
| All | -27.4% | +76.1% | -103.5% | -56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling