+1,325.8%
AME vs COPX
+198.0%
+1,127.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.1% | -4.1% | -1.5% |
| 7D | +2.8% | +5.8% | -3.0% | +0.6% |
| 30D | -6.3% | +7.2% | -13.5% | -8.9% |
| 3M | +5.4% | +16.5% | -11.1% | -1.3% |
| 6M | +7.4% | +18.4% | -11.0% | -1.3% |
| YTD | +16.2% | +31.9% | -15.8% | +1.3% |
| 1Y | +26.8% | +88.5% | -61.7% | -4.4% |
| 3Y | +57.5% | +173.1% | -115.6% | -2.2% |
| 5Y | +84.8% | +193.1% | -108.3% | +6.4% |
| 10Y | +424.3% | +591.7% | -167.4% | +89.9% |
| All | +1,325.8% | +198.0% | +1,127.8% | +621.0% |
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