+19.3%
BABA vs AMP
+418.0%
-398.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.4% | -7.1% | -4.9% |
| 7D | +3.8% | +2.8% | +1.0% | +2.7% |
| 30D | -5.4% | +3.6% | -8.9% | -6.7% |
| 3M | -17.9% | -6.1% | -11.8% | -16.4% |
| 6M | -24.1% | +11.7% | -35.7% | -27.6% |
| YTD | -27.4% | +6.7% | -34.2% | -30.0% |
| 1Y | -36.1% | +13.8% | -49.9% | -39.9% |
| 3Y | +35.4% | +61.9% | -26.6% | +9.0% |
| 5Y | -30.1% | +82.0% | -112.1% | -46.6% |
| 10Y | +15.8% | +513.8% | -498.0% | -45.8% |
| All | +19.3% | +418.0% | -398.7% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling