+1,370.8%
AMAT vs COP
+302.1%
+1,068.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -2.5% | -6.1% | +3.6% | -0.4% |
| 30D | -26.5% | +1.1% | -27.6% | -27.0% |
| 3M | -28.6% | +10.9% | -39.5% | -31.5% |
| 6M | -14.2% | +20.8% | -35.0% | -21.0% |
| YTD | +45.5% | +48.0% | -2.6% | +22.3% |
| 1Y | +59.3% | +58.5% | +0.8% | +30.0% |
| 3Y | +153.1% | +28.1% | +125.0% | +119.5% |
| 5Y | +158.2% | +120.5% | +37.7% | +73.0% |
| 10Y | +1,370.8% | +310.1% | +1,060.7% | +680.4% |
| All | +1,370.8% | +302.1% | +1,068.7% | +680.4% |
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