+96.6%
AMCR vs SPXU
-99.9%
+196.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -1.5% |
| 7D | -1.8% | -1.5% | -0.4% | -2.1% |
| 30D | -6.0% | +3.7% | -9.7% | -5.3% |
| 3M | +18.9% | -9.6% | +28.5% | +17.1% |
| 6M | +5.7% | -32.4% | +38.0% | -0.8% |
| YTD | +11.1% | -28.7% | +39.8% | +5.6% |
| 1Y | +12.7% | -38.2% | +50.9% | +4.5% |
| 3Y | +9.6% | -80.4% | +90.0% | -14.4% |
| 5Y | -10.3% | -86.0% | +75.7% | -28.7% |
| 10Y | +16.5% | -99.5% | +116.0% | -26.3% |
| All | +96.6% | -99.9% | +196.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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