+384.7%
AGI vs COPX
+163.4%
+221.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -2.7% | -2.3% | -0.4% | -1.5% |
| 30D | +7.2% | +0.3% | +7.0% | +7.1% |
| 3M | +4.3% | +6.8% | -2.6% | 0.0% |
| 6M | -27.1% | +7.9% | -35.0% | -30.5% |
| YTD | -6.6% | +23.7% | -30.3% | -17.2% |
| 1Y | +9.5% | +71.5% | -62.0% | -18.6% |
| 3Y | +208.4% | +149.1% | +59.3% | +80.1% |
| All | +384.7% | +163.4% | +221.3% | +163.2% |
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