-22.2%
AMAT vs COPX
-13.5%
-8.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.8% | +3.0% |
| 7D | -14.7% | -1.0% | -13.7% | -13.7% |
| 30D | -36.1% | -14.8% | -21.3% | -27.0% |
| 3M | -36.9% | -17.2% | -19.6% | -27.1% |
| 6M | -22.2% | -14.5% | -7.7% | -13.4% |
| All | -22.2% | -13.5% | -8.7% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling