-91.6%
AMIX vs COPX
+21.3%
-112.9%
-93.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -1.8% |
| 7D | -16.0% | -1.0% | -15.0% | -15.5% |
| 30D | -55.4% | -14.8% | -40.7% | -46.0% |
| 3M | -87.5% | -17.2% | -70.3% | -84.7% |
| 6M | -81.2% | -14.5% | -66.7% | -78.6% |
| YTD | -86.8% | -0.4% | -86.4% | -84.0% |
| 1Y | -91.6% | +21.9% | -113.4% | -87.3% |
| All | -91.6% | +21.3% | -112.9% | -87.3% |
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