-98.7%
AMC vs COPX
+322.8%
-421.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.5% |
| 7D | -2.8% | -1.5% | -1.3% | -2.0% |
| 30D | +14.0% | -14.0% | +28.0% | +21.3% |
| 3M | +42.5% | -17.1% | +59.6% | +53.2% |
| 6M | +142.6% | -15.9% | +158.4% | +158.0% |
| YTD | +119.2% | +2.6% | +116.6% | +109.5% |
| 1Y | +40.7% | +21.6% | +19.1% | +24.9% |
| 3Y | -57.3% | +142.7% | -200.0% | -73.4% |
| 5Y | -99.1% | +122.2% | -221.4% | -99.4% |
| 10Y | -98.7% | +338.8% | -437.5% | -99.5% |
| All | -98.7% | +322.8% | -421.5% | -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