-11.6%
AMCR vs CBOE
+136.7%
-148.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.7% | -1.4% |
| 7D | -6.3% | -5.8% | -0.5% | -5.7% |
| 30D | -7.8% | -3.1% | -4.7% | -7.6% |
| 3M | +7.5% | -4.8% | +12.3% | +7.9% |
| 6M | +2.7% | -0.6% | +3.2% | +1.5% |
| YTD | +6.0% | +12.8% | -6.8% | +2.0% |
| 1Y | +7.8% | +19.8% | -12.0% | +2.2% |
| 3Y | +5.8% | +86.9% | -81.2% | -12.7% |
| All | -11.6% | +136.7% | -148.3% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling