+376.4%
AMD vs COPX
+190.5%
+185.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.1% | +1.8% | +3.1% |
| 7D | +10.0% | +5.8% | +4.3% | +6.0% |
| 30D | +4.6% | +7.2% | -2.6% | -0.6% |
| 3M | +3.1% | +16.5% | -13.4% | -7.0% |
| 6M | +162.8% | +18.4% | +144.4% | +134.7% |
| YTD | +136.2% | +31.9% | +104.2% | +95.7% |
| 1Y | +234.0% | +88.5% | +145.5% | +120.4% |
| 3Y | +376.7% | +173.1% | +203.6% | +137.9% |
| All | +376.4% | +190.5% | +185.9% | +124.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling