-23.7%
AMRZ vs COPX
+87.6%
-111.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.6% |
| 7D | -4.7% | +6.0% | -10.6% | -6.4% |
| 30D | -11.3% | +6.4% | -17.7% | -13.2% |
| 3M | -22.1% | +19.3% | -41.3% | -26.9% |
| 6M | -29.6% | +16.2% | -45.8% | -34.6% |
| YTD | -23.3% | +33.2% | -56.5% | -31.8% |
| 1Y | -23.7% | +90.2% | -114.0% | -39.1% |
| All | -23.7% | +87.6% | -111.4% | -39.1% |
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