+433.0%
AME vs COPX
+583.8%
-150.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.3% |
| 7D | +1.7% | -2.3% | +4.1% | +2.4% |
| 30D | -6.4% | +0.3% | -6.7% | -6.8% |
| 3M | +7.1% | +6.8% | +0.3% | +3.7% |
| 6M | +8.2% | +7.9% | +0.2% | +3.1% |
| YTD | +18.2% | +23.7% | -5.6% | +5.8% |
| 1Y | +26.7% | +71.5% | -44.8% | -0.4% |
| 3Y | +60.7% | +149.1% | -88.4% | +3.8% |
| 5Y | +91.6% | +167.3% | -75.8% | +14.1% |
| All | +433.0% | +583.8% | -150.8% | +78.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling