+348.0%
AMD vs COPX
+158.0%
+190.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +5.1% |
| 7D | +2.6% | -4.0% | +6.6% | +5.4% |
| 30D | -0.9% | +4.5% | -5.5% | -4.4% |
| 3M | -8.7% | +0.8% | -9.6% | -9.6% |
| 6M | +136.3% | +3.2% | +133.2% | +129.2% |
| YTD | +123.0% | +26.7% | +96.3% | +90.3% |
| 1Y | +195.2% | +85.7% | +109.5% | +99.5% |
| All | +348.0% | +158.0% | +190.1% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling