+115.6%
AMDL vs COPX
+122.4%
-6.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.0% | +0.3% | +3.5% |
| 7D | +20.7% | -2.9% | +23.6% | +26.1% |
| 30D | +9.4% | 0.0% | +9.4% | +8.4% |
| 3M | +5.6% | +14.8% | -9.1% | -11.1% |
| 6M | +340.3% | +7.0% | +333.2% | +329.1% |
| YTD | +253.6% | +23.8% | +229.8% | +185.8% |
| 1Y | +443.4% | +75.7% | +367.7% | +176.2% |
| All | +115.6% | +122.4% | -6.8% | -28.3% |
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