+28.1%
COP vs AMC
-58.9%
+87.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -0.9% | +0.9% |
| 7D | -6.1% | +5.5% | -11.6% | -5.9% |
| 30D | +1.1% | +16.1% | -15.0% | +1.5% |
| 3M | +10.9% | +43.0% | -32.0% | +11.8% |
| 6M | +20.8% | +130.7% | -109.9% | +22.7% |
| YTD | +48.0% | +121.8% | -73.8% | +50.4% |
| 1Y | +58.5% | +40.7% | +17.9% | +61.4% |
| 3Y | +28.1% | -56.8% | +84.9% | +32.2% |
| All | +28.1% | -58.9% | +87.0% | +32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling