-97.5%
AMC vs COPX
+266.5%
-364.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.6% | +2.7% | +6.2% |
| 7D | +6.6% | +3.3% | +3.3% | +5.7% |
| 30D | +14.1% | -12.2% | +26.3% | +19.9% |
| 3M | +31.3% | -14.5% | +45.8% | +38.8% |
| 6M | +126.7% | -12.2% | +138.8% | +136.2% |
| YTD | +117.9% | +5.2% | +112.8% | +107.9% |
| 1Y | +41.1% | +27.0% | +14.1% | +25.2% |
| 3Y | -61.0% | +149.1% | -210.1% | -74.4% |
| 5Y | -99.1% | +132.1% | -231.2% | -99.4% |
| 10Y | -98.7% | +365.9% | -464.6% | -99.4% |
| All | -97.5% | +266.5% | -364.0% | -98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling