-67.1%
BAX vs AMCR
-10.2%
-56.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.6% |
| 7D | -5.1% | -6.3% | +1.2% | -2.0% |
| 30D | -12.2% | -7.1% | -5.0% | -9.0% |
| 3M | +21.8% | +12.7% | +9.1% | +15.3% |
| 6M | +36.3% | +5.2% | +31.2% | +32.6% |
| YTD | +27.8% | +8.1% | +19.7% | +22.3% |
| 1Y | -0.1% | +11.7% | -11.8% | -5.7% |
| 3Y | -33.3% | +9.9% | -43.2% | -37.4% |
| 5Y | -67.1% | -8.7% | -58.4% | -67.4% |
| All | -67.1% | -10.2% | -56.9% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling