+40.7%
AMC vs COPX
+20.9%
+19.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.4% |
| 7D | -2.8% | -1.5% | -1.3% | -2.2% |
| 30D | +14.0% | -14.0% | +28.0% | +18.9% |
| 3M | +42.5% | -17.1% | +59.6% | +49.8% |
| 6M | +142.6% | -15.9% | +158.4% | +155.7% |
| YTD | +119.2% | +2.6% | +116.6% | +102.6% |
| 1Y | +40.7% | +21.6% | +19.1% | +17.3% |
| All | +40.7% | +20.9% | +19.8% | +17.3% |
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 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