+7,765.4%
AMD vs COP
+342.2%
+7,423.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.6% | -10.3% | -9.2% |
| 7D | +18.9% | +4.4% | +14.5% | +17.5% |
| 30D | -6.4% | 0.0% | -6.4% | -6.6% |
| 3M | +10.6% | +15.0% | -4.5% | +5.8% |
| 6M | +19.9% | +22.0% | -2.1% | +11.9% |
| YTD | +149.4% | +55.3% | +94.0% | +112.9% |
| 1Y | +115.4% | +64.1% | +51.3% | +80.3% |
| 3Y | +357.3% | +34.1% | +323.2% | +300.8% |
| 5Y | +261.1% | +133.4% | +127.7% | +158.6% |
| All | +7,765.4% | +342.2% | +7,423.2% | +5,033.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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