+283.3%
CVX vs AMCR
+91.3%
+192.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.7% |
| 7D | +1.0% | -6.3% | +7.2% | +2.7% |
| 30D | +10.7% | -7.1% | +17.8% | +12.8% |
| 3M | +15.5% | +12.7% | +2.8% | +10.8% |
| 6M | +14.9% | +5.2% | +9.7% | +11.4% |
| YTD | +44.2% | +8.1% | +36.1% | +38.0% |
| 1Y | +43.5% | +10.0% | +33.5% | +36.3% |
| 3Y | +45.0% | +6.6% | +38.4% | +36.7% |
| 5Y | +172.2% | -11.4% | +183.6% | +170.4% |
| 10Y | +221.9% | +13.3% | +208.6% | +177.3% |
| All | +283.3% | +91.3% | +192.0% | +235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling