-35.3%
BABA vs AMRZ
-11.5%
-23.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.2% | -0.3% | +4.1% |
| 7D | +4.3% | +10.3% | -6.0% | +2.9% |
| 30D | -5.0% | +18.7% | -23.7% | -7.2% |
| 3M | -18.4% | -14.6% | -3.7% | -16.7% |
| 6M | -20.3% | -12.9% | -7.4% | -19.4% |
| YTD | -27.5% | -17.4% | -10.2% | -26.2% |
| 1Y | -35.3% | -12.3% | -23.0% | -33.9% |
| All | -35.3% | -11.5% | -23.8% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling