-2.6%
AMC vs COPX
+84.7%
-87.3%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.6% | +5.0% | +4.5% |
| 7D | +2.3% | -4.0% | +6.3% | +3.3% |
| 30D | -0.7% | +4.5% | -5.3% | -1.9% |
| 3M | +35.2% | +0.8% | +34.4% | +35.6% |
| 6M | +124.6% | +3.2% | +121.4% | +119.9% |
| YTD | +69.9% | +26.7% | +43.2% | +57.3% |
| 1Y | -2.6% | +85.7% | -88.3% | -26.1% |
| All | -2.6% | +84.7% | -87.3% | -26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling