+95.0%
AMDL vs COPX
+127.5%
-32.5%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.6% | +9.8% | +10.1% |
| 7D | +4.5% | -4.0% | +8.5% | +10.6% |
| 30D | -4.4% | +4.5% | -8.9% | -11.9% |
| 3M | -30.5% | +0.8% | -31.3% | -28.5% |
| 6M | +300.9% | +3.2% | +297.7% | +307.9% |
| YTD | +219.9% | +26.7% | +193.2% | +149.6% |
| 1Y | +374.7% | +85.7% | +289.0% | +122.1% |
| All | +95.0% | +127.5% | -32.5% | -37.4% |
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