+96.6%
AMCR vs COPX
+237.7%
-141.1%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.0% | +6.7% | +1.2% |
| 7D | -5.0% | -2.9% | -2.1% | -4.4% |
| 30D | -8.0% | 0.0% | -8.0% | -8.2% |
| 3M | +14.3% | +14.8% | -0.5% | +10.3% |
| 6M | +5.3% | +7.0% | -1.7% | +2.7% |
| YTD | +7.7% | +23.8% | -16.1% | +1.4% |
| 1Y | +10.8% | +75.7% | -64.9% | -3.7% |
| 3Y | +9.6% | +156.4% | -146.8% | -13.9% |
| 5Y | -10.2% | +167.6% | -177.8% | -31.2% |
| 10Y | +16.5% | +569.1% | -552.7% | -26.5% |
| All | +96.6% | +237.7% | -141.1% | +27.8% |
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