-15.0%
AMRZ vs COPX
+20.9%
-35.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.0% |
| 7D | -5.5% | -1.5% | -3.9% | -5.0% |
| 30D | +15.6% | -14.0% | +29.6% | +20.9% |
| 3M | -12.1% | -17.1% | +5.0% | -7.4% |
| 6M | -19.4% | -15.9% | -3.5% | -16.5% |
| YTD | -21.9% | +2.6% | -24.5% | -27.5% |
| 1Y | -15.0% | +21.6% | -36.6% | -28.0% |
| All | -15.0% | +20.9% | -35.9% | -28.0% |
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