+7,765.4%
AMD vs COPX
+307.7%
+7,457.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.5% | -6.2% | -7.1% |
| 7D | +18.9% | -2.8% | +21.8% | +21.4% |
| 30D | -6.4% | -14.3% | +7.9% | +4.4% |
| 3M | +10.6% | -19.0% | +29.6% | +27.3% |
| 6M | +19.9% | -24.4% | +44.3% | +44.6% |
| YTD | +149.4% | -3.2% | +152.6% | +157.2% |
| 1Y | +115.4% | +15.2% | +100.2% | +99.7% |
| 3Y | +357.3% | +127.6% | +229.6% | +173.5% |
| 5Y | +261.1% | +106.0% | +155.1% | +124.2% |
| All | +7,765.4% | +307.7% | +7,457.7% | +3,208.9% |
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