+1,587.5%
AMAT vs COP
+345.7%
+1,241.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.1% | +5.4% | +4.7% |
| 7D | -1.5% | +3.0% | -4.5% | -2.6% |
| 30D | -14.8% | +17.5% | -32.3% | -19.5% |
| 3M | -9.3% | +13.4% | -22.6% | -13.8% |
| 6M | +27.4% | +17.7% | +9.7% | +18.0% |
| YTD | +77.6% | +46.6% | +31.0% | +50.9% |
| 1Y | +188.9% | +44.6% | +144.3% | +145.4% |
| 3Y | +202.3% | +20.7% | +181.6% | +168.9% |
| 5Y | +248.9% | +185.0% | +63.9% | +112.4% |
| All | +1,587.5% | +345.7% | +1,241.8% | +767.8% |
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 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