+93.5%
AMCR vs SPXS
-99.9%
+193.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-11.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -2.0% |
| 7D | -7.5% | -29.4% | +21.9% | -12.6% |
| 30D | -7.5% | -29.4% | +21.9% | -12.6% |
| 3M | -7.5% | -29.4% | +21.9% | -12.6% |
| 6M | -7.5% | -29.4% | +21.9% | -12.6% |
| YTD | +6.0% | -28.1% | +34.1% | +0.7% |
| 1Y | +7.8% | -35.1% | +42.8% | +0.7% |
| 3Y | +5.8% | -79.6% | +85.4% | -16.7% |
| 5Y | -11.6% | -86.3% | +74.7% | -30.0% |
| 10Y | +14.6% | -99.5% | +114.2% | -27.1% |
| All | +93.5% | -99.9% | +193.5% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 2026-09-11: compounded portfolio wealth divided by compounded SPXS 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 2026-09-11 analysis · Full analysis span regression · 6 months rolling