+20.5%
AMD vs COPX
-15.1%
+35.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.6% | +6.6% |
| 7D | +13.1% | -1.5% | +14.6% | +15.9% |
| 30D | -7.0% | -14.0% | +7.0% | +7.5% |
| 3M | +16.6% | -17.1% | +33.7% | +37.7% |
| 6M | +20.5% | -15.9% | +36.4% | +37.2% |
| All | +20.5% | -15.1% | +35.6% | +37.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling