+199.0%
AMD vs COPX
+119.7%
+79.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.7% |
| 3M | -8.2% | -17.2% | +9.0% | +4.8% |
| 6M | +6.6% | -14.5% | +21.0% | +19.6% |
| YTD | +109.7% | -0.4% | +110.1% | +111.7% |
| 1Y | +88.9% | +21.9% | +67.0% | +67.5% |
| 3Y | +301.8% | +123.7% | +178.1% | +130.5% |
| All | +199.0% | +119.7% | +79.3% | +72.9% |
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 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