+61.4%
AMAT vs COP
+61.7%
-0.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.2% | +1.9% | -5.3% |
| 7D | -11.2% | -8.1% | -3.1% | -14.0% |
| 30D | -31.9% | +6.7% | -38.5% | -29.6% |
| 3M | -32.3% | +16.9% | -49.2% | -26.8% |
| 6M | -5.4% | +11.2% | -16.6% | +2.1% |
| YTD | +44.3% | +49.5% | -5.3% | +62.7% |
| 1Y | +61.4% | +60.7% | +0.7% | +88.0% |
| All | +61.4% | +61.7% | -0.3% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling