+1,425.2%
AMAT vs COP
+321.4%
+1,103.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.5% |
| 7D | +7.0% | +0.7% | +6.3% | +6.8% |
| 30D | -20.6% | +0.2% | -20.8% | -20.9% |
| 3M | -24.8% | +10.2% | -35.0% | -27.7% |
| 6M | -10.7% | +20.1% | -30.8% | -17.5% |
| YTD | +54.3% | +50.5% | +3.8% | +29.0% |
| 1Y | +73.7% | +56.8% | +16.9% | +42.5% |
| 3Y | +168.4% | +30.3% | +138.1% | +131.6% |
| 5Y | +167.6% | +126.8% | +40.7% | +77.5% |
| 10Y | +1,425.2% | +325.0% | +1,100.2% | +702.0% |
| All | +1,425.2% | +321.4% | +1,103.8% | +702.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling