+14.6%
AMCR vs COPX
+583.8%
-569.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -6.3% | -2.3% | -3.9% | -5.8% |
| 30D | -7.8% | +0.3% | -8.1% | -8.1% |
| 3M | +7.5% | +6.8% | +0.7% | +4.6% |
| 6M | +2.7% | +7.9% | -5.3% | -1.2% |
| YTD | +6.0% | +23.7% | -17.7% | -2.8% |
| 1Y | +7.8% | +71.5% | -63.7% | -11.2% |
| 3Y | +5.8% | +149.1% | -143.3% | -25.0% |
| 5Y | -11.6% | +167.3% | -178.9% | -40.6% |
| All | +14.6% | +583.8% | -569.2% | -46.8% |
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 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