+264.1%
AG vs COPX
+149.6%
+114.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.0% | +2.1% | +2.7% |
| 7D | -5.8% | -2.9% | -2.9% | -3.2% |
| 30D | +6.4% | 0.0% | +6.3% | +5.9% |
| 3M | +28.4% | +14.8% | +13.6% | +10.2% |
| 6M | -24.5% | +7.0% | -31.5% | -29.3% |
| YTD | +21.2% | +23.8% | -2.7% | -0.9% |
| 1Y | +114.1% | +75.7% | +38.4% | +23.4% |
| All | +264.1% | +149.6% | +114.5% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 3y: compounded portfolio wealth divided by compounded COPX 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…
3y analysis · Full analysis span regression · 6 months rolling