+60.9%
AG vs COPX
+163.6%
-102.7%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.0% | +2.1% | +2.1% |
| 7D | -5.8% | -2.9% | -2.9% | -3.3% |
| 30D | +6.4% | 0.0% | +6.3% | +6.0% |
| 3M | +28.4% | +14.8% | +13.6% | +11.9% |
| 6M | -24.5% | +7.0% | -31.5% | -28.6% |
| YTD | +21.2% | +23.8% | -2.7% | +1.5% |
| 1Y | +114.1% | +75.7% | +38.4% | +30.6% |
| 3Y | +268.0% | +156.4% | +111.7% | +60.6% |
| All | +60.9% | +163.6% | -102.7% | -34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling