+337.5%
AMD vs COP
+186.8%
+150.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +4.9% |
| 7D | +2.6% | +3.0% | -0.4% | +1.9% |
| 30D | -0.9% | +17.5% | -18.4% | -4.4% |
| 3M | -8.7% | +13.4% | -22.1% | -11.4% |
| 6M | +136.3% | +17.7% | +118.6% | +124.2% |
| YTD | +123.0% | +46.6% | +76.4% | +97.0% |
| 1Y | +195.2% | +44.6% | +150.6% | +160.9% |
| 3Y | +336.3% | +20.7% | +315.6% | +295.2% |
| All | +337.5% | +186.8% | +150.7% | +218.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling