+45.8%
AMZN vs COP
+186.3%
-140.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | -6.4% | +15.6% | -22.0% | -8.6% |
| 3M | +4.8% | +14.3% | -9.5% | +2.3% |
| 6M | +20.5% | +17.0% | +3.5% | +16.5% |
| YTD | +11.3% | +47.4% | -36.1% | +2.2% |
| 1Y | +9.0% | +52.4% | -43.4% | -1.0% |
| 3Y | +85.9% | +20.8% | +65.1% | +73.8% |
| 5Y | +45.8% | +191.7% | -145.9% | +13.6% |
| All | +45.8% | +186.3% | -140.5% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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