+3,972.8%
AMAT vs COPX
+186.2%
+3,786.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +4.7% |
| 7D | -1.5% | -4.0% | +2.5% | +0.6% |
| 30D | -14.8% | +4.5% | -19.3% | -17.0% |
| 3M | -9.3% | +0.8% | -10.1% | -9.5% |
| 6M | +27.4% | +3.2% | +24.2% | +24.8% |
| YTD | +77.6% | +26.7% | +50.9% | +55.6% |
| 1Y | +188.9% | +85.7% | +103.3% | +107.6% |
| 3Y | +202.3% | +151.2% | +51.1% | +81.3% |
| 5Y | +248.9% | +170.0% | +78.9% | +97.6% |
| 10Y | +1,585.2% | +572.9% | +1,012.3% | +491.9% |
| All | +3,972.8% | +186.2% | +3,786.6% | +1,833.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling