-98.8%
AMC vs COPX
+318.2%
-416.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +0.9% | -1.0% |
| 7D | +8.4% | +1.1% | +7.3% | +8.0% |
| 30D | +9.2% | -15.9% | +25.0% | +17.2% |
| 3M | +32.0% | -19.6% | +51.6% | +43.7% |
| 6M | +149.3% | -21.5% | +170.8% | +172.8% |
| YTD | +114.1% | -0.8% | +114.9% | +107.4% |
| 1Y | +35.8% | +15.2% | +20.6% | +23.2% |
| 3Y | -58.3% | +134.7% | -193.0% | -73.6% |
| 5Y | -99.2% | +111.3% | -210.5% | -99.4% |
| All | -98.8% | +318.2% | -416.9% | -99.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling