-7.3%
AMT vs COPX
+76.0%
-83.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.6% | -1.5% |
| 7D | -2.7% | -2.9% | +0.2% | -2.7% |
| 30D | +2.0% | 0.0% | +2.0% | +2.1% |
| 3M | -9.3% | +14.8% | -24.1% | -9.1% |
| 6M | -5.2% | +7.0% | -12.3% | -5.1% |
| YTD | +0.5% | +23.8% | -23.4% | +1.2% |
| 1Y | -7.3% | +75.7% | -83.0% | -5.0% |
| All | -7.3% | +76.0% | -83.3% | -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 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