+11.7%
BAX vs AMCR
+102.7%
-91.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.8% | -2.0% | -3.3% |
| 7D | -2.4% | -1.8% | -0.6% | -1.9% |
| 30D | -9.7% | -6.0% | -3.7% | -8.1% |
| 3M | +29.3% | +18.9% | +10.3% | +23.5% |
| 6M | +40.7% | +5.7% | +35.0% | +38.4% |
| YTD | +30.3% | +11.1% | +19.2% | +26.4% |
| 1Y | +3.4% | +14.4% | -11.0% | -0.4% |
| 3Y | -32.0% | +13.0% | -45.0% | -34.4% |
| 5Y | -66.9% | -7.5% | -59.3% | -66.8% |
| 10Y | -37.1% | +20.1% | -57.2% | -41.4% |
| All | +11.7% | +102.7% | -91.1% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AMCR 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling