-30.2%
AMT vs COPX
+187.4%
-217.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +1.5% | +6.0% | -4.5% | +0.8% |
| 30D | +3.7% | +6.4% | -2.7% | +2.9% |
| 3M | -7.2% | +19.3% | -26.5% | -9.5% |
| 6M | -4.2% | +16.2% | -20.4% | -6.7% |
| YTD | +1.9% | +33.2% | -31.3% | -3.4% |
| 1Y | -6.4% | +90.2% | -96.6% | -16.7% |
| 3Y | +7.7% | +175.7% | -167.9% | -13.7% |
| All | -30.2% | +187.4% | -217.6% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling