+1,162.1%
AMAT vs COP
+324.3%
+837.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | -14.7% | -11.5% | -3.2% | -11.2% |
| 30D | -36.1% | +5.0% | -41.0% | -37.3% |
| 3M | -36.9% | +17.5% | -54.3% | -40.7% |
| 6M | -22.2% | +16.2% | -38.4% | -27.3% |
| YTD | +29.9% | +48.8% | -18.9% | +9.1% |
| 1Y | +43.3% | +64.1% | -20.8% | +15.5% |
| 3Y | +142.7% | +25.7% | +117.0% | +112.2% |
| 5Y | +126.2% | +114.4% | +11.9% | +53.5% |
| All | +1,162.1% | +324.3% | +837.8% | +562.5% |
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