+301.8%
AMD vs COP
+23.8%
+278.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.6% | +10.4% | +11.0% |
| 7D | -11.0% | -11.5% | +0.5% | -10.0% |
| 30D | -30.5% | +5.0% | -35.4% | -31.0% |
| 3M | -8.2% | +17.5% | -25.7% | -10.5% |
| 6M | +6.6% | +16.2% | -9.7% | +4.0% |
| YTD | +109.7% | +48.8% | +60.9% | +83.7% |
| 1Y | +88.9% | +64.1% | +24.8% | +58.3% |
| 3Y | +301.8% | +25.7% | +276.2% | +247.8% |
| All | +301.8% | +23.8% | +278.0% | +247.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling