+117.8%
AMDL vs COPX
+136.9%
-19.1%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +4.1% | +7.6% | +5.7% |
| 7D | +19.9% | +5.8% | +14.2% | +10.7% |
| 30D | +6.3% | +7.2% | -1.0% | -5.0% |
| 3M | -9.9% | +16.5% | -26.4% | -25.5% |
| 6M | +394.3% | +18.4% | +375.9% | +319.2% |
| YTD | +257.3% | +31.9% | +225.4% | +163.8% |
| 1Y | +508.5% | +88.5% | +420.1% | +180.0% |
| All | +117.8% | +136.9% | -19.1% | -33.8% |
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