-22.1%
AMAT vs COP
+10.7%
-32.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.1% | -12.5% | -14.0% |
| 7D | -24.3% | -9.7% | -14.6% | -27.5% |
| 30D | -39.8% | +4.7% | -44.5% | -37.7% |
| 3M | -40.2% | +18.5% | -58.7% | -33.1% |
| 6M | -22.1% | +11.4% | -33.5% | -11.3% |
| All | -22.1% | +10.7% | -32.8% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling