+100.6%
AMT vs COPX
+584.4%
-483.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.6% | -0.2% |
| 7D | -2.7% | -2.9% | +0.2% | -2.3% |
| 30D | +2.0% | 0.0% | +2.0% | +1.9% |
| 3M | -9.3% | +14.8% | -24.1% | -12.0% |
| 6M | -5.2% | +7.0% | -12.3% | -7.6% |
| YTD | +0.5% | +23.8% | -23.4% | -5.4% |
| 1Y | -7.3% | +75.7% | -83.0% | -19.0% |
| 3Y | +6.2% | +156.4% | -150.2% | -16.7% |
| 5Y | -31.2% | +167.6% | -198.8% | -47.7% |
| All | +100.6% | +584.4% | -483.9% | +5.0% |
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 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