+15.9%
BAX vs AMCR
+100.3%
-84.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | -2.4% | +2.5% | +0.8% |
| 30D | +4.1% | +3.6% | +0.5% | +2.9% |
| 3M | -4.5% | -4.2% | -0.3% | -3.6% |
| 6M | +49.2% | +15.5% | +33.7% | +43.4% |
| YTD | +35.2% | +9.7% | +25.5% | +31.4% |
| 1Y | +38.3% | +8.3% | +30.0% | +34.9% |
| 3Y | -19.0% | +15.4% | -34.4% | -22.2% |
| 5Y | -64.2% | -9.1% | -55.1% | -64.0% |
| 10Y | -35.7% | +18.6% | -54.3% | -40.1% |
| All | +15.9% | +100.3% | -84.3% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling