-81.4%
AMIX vs COPX
+88.4%
-169.8%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -5.4% |
| 7D | -3.4% | +5.8% | -9.1% | -10.2% |
| 30D | -54.4% | +7.2% | -61.6% | -58.4% |
| 3M | -45.7% | +16.5% | -62.2% | -55.5% |
| 6M | -49.2% | +18.4% | -67.6% | -58.5% |
| YTD | -60.3% | +31.9% | -92.3% | -68.7% |
| 1Y | -81.4% | +88.5% | -169.8% | -86.4% |
| All | -81.4% | +88.4% | -169.8% | -86.4% |
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 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