+30.7%
AMCR vs CBOE
+39.5%
-8.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +3.0% | +3.3% |
| 7D | +6.2% | +7.7% | -1.5% | +6.9% |
| 30D | +16.0% | +24.4% | -8.4% | +18.7% |
| 3M | +4.4% | +20.0% | -15.7% | +6.6% |
| 6M | +35.5% | +2.4% | +33.2% | +37.2% |
| YTD | +21.5% | +38.5% | -17.0% | +25.3% |
| 1Y | +30.7% | +39.0% | -8.2% | +34.4% |
| All | +30.7% | +39.5% | -8.7% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · 6 months rolling