-99.0%
AMC vs COPX
+606.7%
-705.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.9% | -4.8% | -4.3% |
| 7D | -6.8% | +6.0% | -12.8% | -9.0% |
| 30D | +1.7% | +6.4% | -4.8% | -1.0% |
| 3M | +26.8% | +19.3% | +7.5% | +17.2% |
| 6M | +117.7% | +16.2% | +101.5% | +103.1% |
| YTD | +57.7% | +33.2% | +24.5% | +36.1% |
| 1Y | -12.5% | +90.2% | -102.7% | -35.6% |
| 3Y | -65.7% | +175.7% | -241.4% | -79.4% |
| 5Y | -99.5% | +193.1% | -292.6% | -99.7% |
| 10Y | -99.0% | +619.4% | -718.4% | -99.6% |
| All | -99.0% | +606.7% | -705.7% | -99.6% |
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