+3,219.0%
AMAT vs COPX
+137.6%
+3,081.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.6% | +5.8% | +8.4% |
| 7D | -1.1% | +3.3% | -4.4% | -2.4% |
| 30D | -26.9% | -12.2% | -14.7% | -21.2% |
| 3M | -31.2% | -14.5% | -16.7% | -25.1% |
| 6M | -14.7% | -12.2% | -2.5% | -8.3% |
| YTD | +44.7% | +5.2% | +39.5% | +40.5% |
| 1Y | +62.0% | +27.0% | +35.0% | +42.7% |
| 3Y | +165.0% | +149.1% | +15.8% | +61.5% |
| 5Y | +147.1% | +132.1% | +15.0% | +53.0% |
| 10Y | +1,315.3% | +365.9% | +949.3% | +492.3% |
| All | +3,219.0% | +137.6% | +3,081.4% | +1,646.3% |
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 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