+11,477.5%
AMD vs COP
+4,537.2%
+6,940.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.1% |
| 7D | +2.6% | +3.0% | -0.4% | +1.4% |
| 30D | -0.9% | +17.5% | -18.4% | -7.1% |
| 3M | -8.7% | +13.4% | -22.1% | -13.8% |
| 6M | +136.3% | +17.7% | +118.6% | +116.7% |
| YTD | +123.0% | +46.6% | +76.4% | +86.3% |
| 1Y | +195.2% | +44.6% | +150.6% | +146.8% |
| 3Y | +336.3% | +20.7% | +315.6% | +282.7% |
| 5Y | +334.5% | +185.0% | +149.4% | +157.1% |
| 10Y | +6,259.1% | +347.0% | +5,912.1% | +2,586.9% |
| All | +11,477.5% | +4,537.2% | +6,940.2% | +2,698.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling