+4,496.1%
AMD vs COPX
+125.0%
+4,371.2%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.5% | +9.6% | +10.1% |
| 7D | -11.0% | -1.0% | -10.1% | -10.1% |
| 30D | -30.5% | -14.8% | -15.7% | -22.6% |
| 3M | -8.2% | -17.2% | +9.0% | +3.6% |
| 6M | +6.6% | -14.5% | +21.0% | +18.7% |
| YTD | +109.7% | -0.4% | +110.1% | +111.7% |
| 1Y | +88.9% | +21.9% | +67.0% | +69.0% |
| 3Y | +301.8% | +123.7% | +178.1% | +142.4% |
| 5Y | +229.4% | +121.8% | +107.5% | +96.0% |
| 10Y | +6,745.1% | +397.9% | +6,347.2% | +2,164.3% |
| All | +4,496.1% | +125.0% | +4,371.2% | +2,241.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling