+115.4%
AMD vs COP
+63.9%
+51.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.6% | -10.3% | -8.1% |
| 7D | +18.9% | +4.4% | +14.5% | +21.0% |
| 30D | -6.4% | 0.0% | -6.4% | -6.1% |
| 3M | +10.6% | +15.0% | -4.5% | +18.5% |
| 6M | +19.9% | +22.0% | -2.1% | +33.8% |
| YTD | +149.4% | +55.3% | +94.0% | +167.8% |
| 1Y | +115.4% | +64.1% | +51.3% | +122.2% |
| All | +115.4% | +63.9% | +51.5% | +122.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling