+186.8%
AGI vs COPX
+179.8%
+7.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.0% | +3.7% | +0.3% |
| 7D | -5.3% | -2.9% | -2.4% | -4.0% |
| 30D | +6.8% | 0.0% | +6.7% | +6.8% |
| 3M | +8.3% | +14.8% | -6.5% | +0.9% |
| 6M | -29.2% | +7.0% | -36.3% | -31.5% |
| YTD | -7.3% | +23.8% | -31.1% | -16.3% |
| 1Y | +8.0% | +75.7% | -67.7% | -17.7% |
| 3Y | +206.6% | +156.4% | +50.2% | +89.3% |
| 5Y | +398.1% | +167.6% | +230.6% | +194.8% |
| 10Y | +384.0% | +569.1% | -185.2% | +61.0% |
| All | +186.8% | +179.8% | +7.0% | +43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling