-8.3%
BABA vs AMRZ
-17.1%
+8.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.2% |
| 7D | +2.4% | +0.2% | +2.1% | +2.2% |
| 30D | -7.8% | +16.2% | -23.9% | -10.3% |
| 3M | -22.4% | -8.9% | -13.4% | -21.2% |
| 6M | -26.0% | -20.1% | -5.9% | -23.3% |
| YTD | -29.3% | -21.3% | -8.0% | -27.0% |
| 1Y | -37.5% | -12.6% | -24.9% | -37.5% |
| All | -8.3% | -17.1% | +8.7% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling