-99.5%
AMC vs COPX
+186.1%
-285.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.1% | -7.5% | -5.3% |
| 7D | -0.8% | +5.8% | -6.5% | -3.5% |
| 30D | -1.2% | +7.2% | -8.4% | -4.7% |
| 3M | +42.2% | +16.5% | +25.7% | +30.7% |
| 6M | +118.8% | +18.4% | +100.4% | +98.9% |
| YTD | +64.1% | +31.9% | +32.2% | +36.0% |
| 1Y | -9.5% | +88.5% | -98.0% | -39.6% |
| 3Y | -64.3% | +173.1% | -237.4% | -82.8% |
| 5Y | -99.5% | +193.1% | -292.6% | -99.8% |
| All | -99.5% | +186.1% | -285.5% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling