+214.0%
AMAT vs COPX
+158.0%
+56.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +4.7% |
| 7D | -1.5% | -4.0% | +2.5% | +0.9% |
| 30D | -14.8% | +4.5% | -19.3% | -17.3% |
| 3M | -9.3% | +0.8% | -10.1% | -10.1% |
| 6M | +27.4% | +3.2% | +24.2% | +23.5% |
| YTD | +77.6% | +26.7% | +50.9% | +52.7% |
| 1Y | +188.9% | +85.7% | +103.3% | +100.9% |
| All | +214.0% | +158.0% | +56.1% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling