+66.0%
AMAT vs COP
+61.7%
+4.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.6% | -5.2% | -3.0% |
| 7D | +19.3% | +3.4% | +15.9% | +20.9% |
| 30D | -17.9% | -0.6% | -17.3% | -17.8% |
| 3M | -30.4% | +10.8% | -41.2% | -26.5% |
| 6M | -11.4% | +19.6% | -31.1% | -1.7% |
| YTD | +48.8% | +52.9% | -4.2% | +69.8% |
| 1Y | +66.0% | +62.2% | +3.8% | +93.7% |
| All | +66.0% | +61.7% | +4.3% | +93.7% |
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