+1,321.9%
AMAT vs COPX
+307.7%
+1,014.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -1.2% |
| 7D | +11.4% | -2.8% | +14.2% | +13.6% |
| 30D | -17.0% | -14.3% | -2.7% | -8.0% |
| 3M | -30.6% | -19.0% | -11.6% | -20.7% |
| 6M | -14.9% | -24.4% | +9.5% | +1.5% |
| YTD | +44.7% | -3.2% | +47.9% | +46.1% |
| 1Y | +66.9% | +15.2% | +51.7% | +51.2% |
| 3Y | +153.3% | +127.6% | +25.7% | +44.5% |
| 5Y | +146.2% | +106.0% | +40.2% | +44.1% |
| All | +1,321.9% | +307.7% | +1,014.2% | +389.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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