+8,732.2%
AMD vs COPX
+606.7%
+8,125.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.5% |
| 7D | +14.0% | +6.0% | +8.0% | +10.0% |
| 30D | +11.0% | +6.4% | +4.5% | +6.5% |
| 3M | +9.6% | +19.3% | -9.7% | -1.6% |
| 6M | +157.1% | +16.2% | +140.9% | +134.8% |
| YTD | +143.3% | +33.2% | +110.2% | +103.9% |
| 1Y | +234.4% | +90.2% | +144.2% | +126.5% |
| 3Y | +391.2% | +175.7% | +215.5% | +158.8% |
| 5Y | +390.9% | +193.1% | +197.8% | +144.7% |
| 10Y | +8,732.2% | +619.4% | +8,112.8% | +2,609.6% |
| All | +8,732.2% | +606.7% | +8,125.5% | +2,609.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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