+126.7%
AMAT vs COPX
+119.7%
+7.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.8% | +3.3% |
| 7D | -14.7% | -1.0% | -13.7% | -14.0% |
| 30D | -36.1% | -14.8% | -21.3% | -29.3% |
| 3M | -36.9% | -17.2% | -19.6% | -29.2% |
| 6M | -22.2% | -14.5% | -7.7% | -14.5% |
| YTD | +29.9% | -0.4% | +30.3% | +29.1% |
| 1Y | +43.3% | +21.9% | +21.4% | +26.3% |
| 3Y | +142.7% | +123.7% | +18.9% | +44.1% |
| All | +126.7% | +119.7% | +7.0% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling