-79.7%
AMIX vs COPX
+84.7%
-164.4%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.1% |
| 7D | -13.7% | -4.0% | -9.7% | -9.1% |
| 30D | -62.1% | +4.5% | -66.6% | -64.5% |
| 3M | -46.2% | +0.8% | -47.0% | -52.5% |
| 6M | -46.4% | +3.2% | -49.6% | -52.7% |
| YTD | -60.3% | +26.7% | -87.0% | -67.0% |
| 1Y | -79.7% | +85.7% | -165.4% | -85.7% |
| All | -79.7% | +84.7% | -164.4% | -85.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling