+193.4%
AMAT vs COPX
+88.4%
+105.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +1.3% |
| 7D | +7.0% | +5.8% | +1.2% | +3.1% |
| 30D | -12.2% | +7.2% | -19.4% | -16.4% |
| 3M | -3.8% | +16.5% | -20.3% | -13.5% |
| 6M | +45.9% | +18.4% | +27.5% | +29.3% |
| YTD | +84.6% | +31.9% | +52.7% | +52.2% |
| 1Y | +193.4% | +88.5% | +104.9% | +135.6% |
| All | +193.4% | +88.4% | +105.0% | +135.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling