+28.2%
BABA vs AMP
+460.2%
-432.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | -11.9% | -0.1% | -11.8% | -12.0% |
| 3M | -9.3% | +23.6% | -32.8% | -16.3% |
| 6M | -14.2% | +20.4% | -34.6% | -20.3% |
| YTD | -22.0% | +15.4% | -37.5% | -26.7% |
| 1Y | -12.7% | +11.0% | -23.7% | -17.0% |
| 3Y | +26.7% | +70.5% | -43.8% | +0.3% |
| 5Y | -29.3% | +121.4% | -150.7% | -49.3% |
| 10Y | +21.2% | +575.6% | -554.3% | -45.1% |
| All | +28.2% | +460.2% | -432.1% | -39.0% |
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