+301.8%
AMD vs COPX
+120.4%
+181.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.5% | +9.6% | +10.0% |
| 7D | -11.0% | -1.0% | -10.1% | -9.9% |
| 30D | -30.5% | -14.8% | -15.7% | -21.5% |
| 3M | -8.2% | -17.2% | +9.0% | +5.0% |
| 6M | +6.6% | -14.5% | +21.0% | +19.7% |
| YTD | +109.7% | -0.4% | +110.1% | +112.9% |
| 1Y | +88.9% | +21.9% | +67.0% | +69.1% |
| 3Y | +301.8% | +123.7% | +178.1% | +168.1% |
| All | +301.8% | +120.4% | +181.4% | +168.1% |
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