+188.9%
AMAT vs COP
+46.5%
+142.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.0% |
| 7D | -1.5% | +3.0% | -4.5% | -0.5% |
| 30D | -14.8% | +17.5% | -32.3% | -10.0% |
| 3M | -9.3% | +13.4% | -22.6% | -3.9% |
| 6M | +27.4% | +17.7% | +9.7% | +33.8% |
| YTD | +77.6% | +46.6% | +31.0% | +86.0% |
| 1Y | +188.9% | +44.6% | +144.3% | +201.8% |
| All | +188.9% | +46.5% | +142.5% | +201.8% |
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