+219.2%
CVX vs AMCR
+14.6%
+204.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.2% |
| 7D | +2.6% | -6.3% | +8.9% | +5.0% |
| 30D | +9.8% | -7.8% | +17.6% | +12.9% |
| 3M | +16.2% | +7.5% | +8.7% | +12.1% |
| 6M | +13.6% | +2.7% | +10.9% | +10.0% |
| YTD | +44.4% | +6.0% | +38.3% | +37.0% |
| 1Y | +40.6% | +7.8% | +32.8% | +32.1% |
| 3Y | +48.2% | +5.8% | +42.4% | +36.5% |
| 5Y | +172.3% | -11.6% | +183.9% | +168.1% |
| All | +219.2% | +14.6% | +204.6% | +152.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling