-2.3%
BABA vs AMRZ
-17.5%
+15.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.6% |
| 7D | +11.6% | +1.2% | +10.5% | +11.4% |
| 30D | +2.3% | +15.1% | -12.8% | -0.3% |
| 3M | -13.7% | -18.1% | +4.4% | -10.7% |
| 6M | -21.9% | -23.5% | +1.6% | -18.1% |
| YTD | -24.6% | -21.6% | -3.0% | -22.1% |
| 1Y | -34.1% | -14.7% | -19.4% | -33.6% |
| All | -2.3% | -17.5% | +15.1% | -1.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling