-20.2%
AMRZ vs COPX
+136.4%
-156.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.6% |
| 7D | -4.7% | +6.0% | -10.6% | -6.3% |
| 30D | -11.3% | +6.4% | -17.7% | -13.1% |
| 3M | -22.1% | +19.3% | -41.3% | -26.6% |
| 6M | -29.6% | +16.2% | -45.8% | -34.3% |
| YTD | -23.3% | +33.2% | -56.5% | -30.7% |
| 1Y | -23.7% | +90.2% | -114.0% | -34.1% |
| All | -20.2% | +136.4% | -156.6% | -29.9% |
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